NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 16-Oct-2009
Day Change Summary
Previous Current
15-Oct-2009 16-Oct-2009 Change Change % Previous Week
Open 5.655 5.740 0.085 1.5% 5.920
High 5.788 6.057 0.269 4.6% 6.123
Low 5.630 5.740 0.110 2.0% 5.630
Close 5.743 5.996 0.253 4.4% 5.996
Range 0.158 0.317 0.159 100.6% 0.493
ATR 0.208 0.216 0.008 3.7% 0.000
Volume 5,846 6,520 674 11.5% 39,499
Daily Pivots for day following 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.882 6.756 6.170
R3 6.565 6.439 6.083
R2 6.248 6.248 6.054
R1 6.122 6.122 6.025 6.185
PP 5.931 5.931 5.931 5.963
S1 5.805 5.805 5.967 5.868
S2 5.614 5.614 5.938
S3 5.297 5.488 5.909
S4 4.980 5.171 5.822
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 7.395 7.189 6.267
R3 6.902 6.696 6.132
R2 6.409 6.409 6.086
R1 6.203 6.203 6.041 6.306
PP 5.916 5.916 5.916 5.968
S1 5.710 5.710 5.951 5.813
S2 5.423 5.423 5.906
S3 4.930 5.217 5.860
S4 4.437 4.724 5.725
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.123 5.630 0.493 8.2% 0.247 4.1% 74% False False 7,899
10 6.123 5.630 0.493 8.2% 0.214 3.6% 74% False False 8,086
20 6.123 5.390 0.733 12.2% 0.204 3.4% 83% False False 6,890
40 6.123 4.733 1.390 23.2% 0.195 3.3% 91% False False 6,173
60 6.123 4.733 1.390 23.2% 0.174 2.9% 91% False False 5,044
80 6.123 4.733 1.390 23.2% 0.164 2.7% 91% False False 4,385
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 0.022
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 7.404
2.618 6.887
1.618 6.570
1.000 6.374
0.618 6.253
HIGH 6.057
0.618 5.936
0.500 5.899
0.382 5.861
LOW 5.740
0.618 5.544
1.000 5.423
1.618 5.227
2.618 4.910
4.250 4.393
Fisher Pivots for day following 16-Oct-2009
Pivot 1 day 3 day
R1 5.964 5.945
PP 5.931 5.894
S1 5.899 5.844

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

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