NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 06-Oct-2009
Day Change Summary
Previous Current
05-Oct-2009 06-Oct-2009 Change Change % Previous Week
Open 5.789 5.965 0.176 3.0% 5.930
High 6.013 6.044 0.031 0.5% 5.999
Low 5.786 5.815 0.029 0.5% 5.550
Close 5.965 5.883 -0.082 -1.4% 5.824
Range 0.227 0.229 0.002 0.9% 0.449
ATR 0.210 0.211 0.001 0.7% 0.000
Volume 4,619 9,961 5,342 115.7% 33,373
Daily Pivots for day following 06-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.601 6.471 6.009
R3 6.372 6.242 5.946
R2 6.143 6.143 5.925
R1 6.013 6.013 5.904 5.964
PP 5.914 5.914 5.914 5.889
S1 5.784 5.784 5.862 5.735
S2 5.685 5.685 5.841
S3 5.456 5.555 5.820
S4 5.227 5.326 5.757
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 7.138 6.930 6.071
R3 6.689 6.481 5.947
R2 6.240 6.240 5.906
R1 6.032 6.032 5.865 5.912
PP 5.791 5.791 5.791 5.731
S1 5.583 5.583 5.783 5.463
S2 5.342 5.342 5.742
S3 4.893 5.134 5.701
S4 4.444 4.685 5.577
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.044 5.550 0.494 8.4% 0.227 3.9% 67% True False 7,825
10 6.044 5.550 0.494 8.4% 0.211 3.6% 67% True False 6,306
20 6.044 4.910 1.134 19.3% 0.227 3.9% 86% True False 6,440
40 6.044 4.733 1.311 22.3% 0.173 2.9% 88% True False 4,996
60 6.106 4.733 1.373 23.3% 0.170 2.9% 84% False False 4,349
80 6.410 4.733 1.677 28.5% 0.159 2.7% 69% False False 3,744
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 0.038
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7.017
2.618 6.644
1.618 6.415
1.000 6.273
0.618 6.186
HIGH 6.044
0.618 5.957
0.500 5.930
0.382 5.902
LOW 5.815
0.618 5.673
1.000 5.586
1.618 5.444
2.618 5.215
4.250 4.842
Fisher Pivots for day following 06-Oct-2009
Pivot 1 day 3 day
R1 5.930 5.854
PP 5.914 5.826
S1 5.899 5.797

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

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