NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 17-Sep-2009
Day Change Summary
Previous Current
16-Sep-2009 17-Sep-2009 Change Change % Previous Week
Open 5.350 5.545 0.195 3.6% 4.850
High 5.590 5.657 0.067 1.2% 5.443
Low 5.317 5.371 0.054 1.0% 4.810
Close 5.571 5.375 -0.196 -3.5% 5.126
Range 0.273 0.286 0.013 4.8% 0.633
ATR 0.192 0.199 0.007 3.5% 0.000
Volume 5,924 9,798 3,874 65.4% 22,845
Daily Pivots for day following 17-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.326 6.136 5.532
R3 6.040 5.850 5.454
R2 5.754 5.754 5.427
R1 5.564 5.564 5.401 5.516
PP 5.468 5.468 5.468 5.444
S1 5.278 5.278 5.349 5.230
S2 5.182 5.182 5.323
S3 4.896 4.992 5.296
S4 4.610 4.706 5.218
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 7.025 6.709 5.474
R3 6.392 6.076 5.300
R2 5.759 5.759 5.242
R1 5.443 5.443 5.184 5.601
PP 5.126 5.126 5.126 5.206
S1 4.810 4.810 5.068 4.968
S2 4.493 4.493 5.010
S3 3.860 4.177 4.952
S4 3.227 3.544 4.778
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.657 5.098 0.559 10.4% 0.274 5.1% 50% True False 7,884
10 5.657 4.733 0.924 17.2% 0.250 4.6% 69% True False 6,568
20 5.657 4.733 0.924 17.2% 0.180 3.4% 69% True False 5,157
40 6.106 4.733 1.373 25.5% 0.159 3.0% 47% False False 4,031
60 6.106 4.733 1.373 25.5% 0.149 2.8% 47% False False 3,456
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.067
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.873
2.618 6.406
1.618 6.120
1.000 5.943
0.618 5.834
HIGH 5.657
0.618 5.548
0.500 5.514
0.382 5.480
LOW 5.371
0.618 5.194
1.000 5.085
1.618 4.908
2.618 4.622
4.250 4.156
Fisher Pivots for day following 17-Sep-2009
Pivot 1 day 3 day
R1 5.514 5.449
PP 5.468 5.424
S1 5.421 5.400

These figures are updated between 7pm and 10pm EST after a trading day.

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