NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 21-Oct-2009
Day Change Summary
Previous Current
20-Oct-2009 21-Oct-2009 Change Change % Previous Week
Open 6.086 6.220 0.134 2.2% 5.920
High 6.215 6.242 0.027 0.4% 6.123
Low 6.070 6.056 -0.014 -0.2% 5.630
Close 6.192 6.067 -0.125 -2.0% 5.996
Range 0.145 0.186 0.041 28.3% 0.493
ATR 0.210 0.208 -0.002 -0.8% 0.000
Volume 5,910 7,461 1,551 26.2% 39,499
Daily Pivots for day following 21-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.680 6.559 6.169
R3 6.494 6.373 6.118
R2 6.308 6.308 6.101
R1 6.187 6.187 6.084 6.155
PP 6.122 6.122 6.122 6.105
S1 6.001 6.001 6.050 5.969
S2 5.936 5.936 6.033
S3 5.750 5.815 6.016
S4 5.564 5.629 5.965
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 6.242 5.630 0.612 10.1% 0.198 3.3% 71% True False 6,784
10 6.242 5.630 0.612 10.1% 0.207 3.4% 71% True False 7,788
20 6.242 5.550 0.692 11.4% 0.207 3.4% 75% True False 7,363
40 6.242 4.733 1.509 24.9% 0.200 3.3% 88% True False 6,342
60 6.242 4.733 1.509 24.9% 0.177 2.9% 88% True False 5,270
80 6.242 4.733 1.509 24.9% 0.167 2.8% 88% True False 4,611
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 7.033
2.618 6.729
1.618 6.543
1.000 6.428
0.618 6.357
HIGH 6.242
0.618 6.171
0.500 6.149
0.382 6.127
LOW 6.056
0.618 5.941
1.000 5.870
1.618 5.755
2.618 5.569
4.250 5.266
Fisher Pivots for day following 21-Oct-2009
Pivot 1 day 3 day
R1 6.149 6.075
PP 6.122 6.072
S1 6.094 6.070

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

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