NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 20-Oct-2009
Day Change Summary
Previous Current
19-Oct-2009 20-Oct-2009 Change Change % Previous Week
Open 5.998 6.086 0.088 1.5% 5.920
High 6.092 6.215 0.123 2.0% 6.123
Low 5.908 6.070 0.162 2.7% 5.630
Close 6.054 6.192 0.138 2.3% 5.996
Range 0.184 0.145 -0.039 -21.2% 0.493
ATR 0.214 0.210 -0.004 -1.8% 0.000
Volume 8,187 5,910 -2,277 -27.8% 39,499
Daily Pivots for day following 20-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.594 6.538 6.272
R3 6.449 6.393 6.232
R2 6.304 6.304 6.219
R1 6.248 6.248 6.205 6.276
PP 6.159 6.159 6.159 6.173
S1 6.103 6.103 6.179 6.131
S2 6.014 6.014 6.165
S3 5.869 5.958 6.152
S4 5.724 5.813 6.112
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 6.215 5.630 0.585 9.4% 0.210 3.4% 96% True False 7,549
10 6.215 5.630 0.585 9.4% 0.201 3.2% 96% True False 8,038
20 6.215 5.550 0.665 10.7% 0.206 3.3% 97% True False 7,172
40 6.215 4.733 1.482 23.9% 0.197 3.2% 98% True False 6,295
60 6.215 4.733 1.482 23.9% 0.176 2.8% 98% True False 5,168
80 6.215 4.733 1.482 23.9% 0.166 2.7% 98% True False 4,528
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.024
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 6.831
2.618 6.595
1.618 6.450
1.000 6.360
0.618 6.305
HIGH 6.215
0.618 6.160
0.500 6.143
0.382 6.125
LOW 6.070
0.618 5.980
1.000 5.925
1.618 5.835
2.618 5.690
4.250 5.454
Fisher Pivots for day following 20-Oct-2009
Pivot 1 day 3 day
R1 6.176 6.121
PP 6.159 6.049
S1 6.143 5.978

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

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