NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 08-Oct-2009
Day Change Summary
Previous Current
07-Oct-2009 08-Oct-2009 Change Change % Previous Week
Open 5.891 5.979 0.088 1.5% 5.930
High 6.007 6.072 0.065 1.1% 5.999
Low 5.885 5.914 0.029 0.5% 5.550
Close 5.957 6.022 0.065 1.1% 5.824
Range 0.122 0.158 0.036 29.5% 0.449
ATR 0.205 0.201 -0.003 -1.6% 0.000
Volume 9,961 9,961 0 0.0% 33,373
Daily Pivots for day following 08-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.477 6.407 6.109
R3 6.319 6.249 6.065
R2 6.161 6.161 6.051
R1 6.091 6.091 6.036 6.126
PP 6.003 6.003 6.003 6.020
S1 5.933 5.933 6.008 5.968
S2 5.845 5.845 5.993
S3 5.687 5.775 5.979
S4 5.529 5.617 5.935
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 6.072 5.550 0.522 8.7% 0.203 3.4% 90% True False 8,768
10 6.072 5.550 0.522 8.7% 0.202 3.3% 90% True False 7,281
20 6.072 5.098 0.974 16.2% 0.214 3.5% 95% True False 6,925
40 6.072 4.733 1.339 22.2% 0.174 2.9% 96% True False 5,396
60 6.106 4.733 1.373 22.8% 0.169 2.8% 94% False False 4,614
80 6.329 4.733 1.596 26.5% 0.157 2.6% 81% False False 3,923
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 0.043
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.744
2.618 6.486
1.618 6.328
1.000 6.230
0.618 6.170
HIGH 6.072
0.618 6.012
0.500 5.993
0.382 5.974
LOW 5.914
0.618 5.816
1.000 5.756
1.618 5.658
2.618 5.500
4.250 5.243
Fisher Pivots for day following 08-Oct-2009
Pivot 1 day 3 day
R1 6.012 5.996
PP 6.003 5.970
S1 5.993 5.944

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

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