NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 23-Sep-2009
Day Change Summary
Previous Current
22-Sep-2009 23-Sep-2009 Change Change % Previous Week
Open 5.470 5.552 0.082 1.5% 5.190
High 5.540 5.720 0.180 3.2% 5.657
Low 5.390 5.552 0.162 3.0% 5.117
Close 5.512 5.706 0.194 3.5% 5.578
Range 0.150 0.168 0.018 12.0% 0.540
ATR 0.195 0.196 0.001 0.5% 0.000
Volume 3,510 3,647 137 3.9% 38,721
Daily Pivots for day following 23-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.163 6.103 5.798
R3 5.995 5.935 5.752
R2 5.827 5.827 5.737
R1 5.767 5.767 5.721 5.797
PP 5.659 5.659 5.659 5.675
S1 5.599 5.599 5.691 5.629
S2 5.491 5.491 5.675
S3 5.323 5.431 5.660
S4 5.155 5.263 5.614
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 7.071 6.864 5.875
R3 6.531 6.324 5.727
R2 5.991 5.991 5.677
R1 5.784 5.784 5.628 5.888
PP 5.451 5.451 5.451 5.502
S1 5.244 5.244 5.529 5.348
S2 4.911 4.911 5.479
S3 4.371 4.704 5.430
S4 3.831 4.164 5.281
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.720 5.371 0.349 6.1% 0.194 3.4% 96% True False 5,909
10 5.720 4.910 0.810 14.2% 0.248 4.3% 98% True False 6,525
20 5.720 4.733 0.987 17.3% 0.193 3.4% 99% True False 5,321
40 6.106 4.733 1.373 24.1% 0.162 2.8% 71% False False 4,224
60 6.106 4.733 1.373 24.1% 0.154 2.7% 71% False False 3,694
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.057
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.434
2.618 6.160
1.618 5.992
1.000 5.888
0.618 5.824
HIGH 5.720
0.618 5.656
0.500 5.636
0.382 5.616
LOW 5.552
0.618 5.448
1.000 5.384
1.618 5.280
2.618 5.112
4.250 4.838
Fisher Pivots for day following 23-Sep-2009
Pivot 1 day 3 day
R1 5.683 5.656
PP 5.659 5.605
S1 5.636 5.555

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

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