NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 27-Oct-2009
Day Change Summary
Previous Current
26-Oct-2009 27-Oct-2009 Change Change % Previous Week
Open 5.750 5.550 -0.200 -3.5% 5.998
High 5.788 5.706 -0.082 -1.4% 6.242
Low 5.558 5.535 -0.023 -0.4% 5.794
Close 5.570 5.636 0.066 1.2% 5.812
Range 0.230 0.171 -0.059 -25.7% 0.448
ATR 0.216 0.213 -0.003 -1.5% 0.000
Volume 7,907 8,641 734 9.3% 40,467
Daily Pivots for day following 27-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.139 6.058 5.730
R3 5.968 5.887 5.683
R2 5.797 5.797 5.667
R1 5.716 5.716 5.652 5.757
PP 5.626 5.626 5.626 5.646
S1 5.545 5.545 5.620 5.586
S2 5.455 5.455 5.605
S3 5.284 5.374 5.589
S4 5.113 5.203 5.542
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 7.293 7.001 6.058
R3 6.845 6.553 5.935
R2 6.397 6.397 5.894
R1 6.105 6.105 5.853 6.027
PP 5.949 5.949 5.949 5.911
S1 5.657 5.657 5.771 5.579
S2 5.501 5.501 5.730
S3 5.053 5.209 5.689
S4 4.605 4.761 5.566
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.242 5.535 0.707 12.5% 0.216 3.8% 14% False True 8,583
10 6.242 5.535 0.707 12.5% 0.213 3.8% 14% False True 8,066
20 6.242 5.535 0.707 12.5% 0.211 3.7% 14% False True 8,121
40 6.242 4.733 1.509 26.8% 0.211 3.8% 60% False False 6,895
60 6.242 4.733 1.509 26.8% 0.178 3.2% 60% False False 5,688
80 6.242 4.733 1.509 26.8% 0.171 3.0% 60% False False 4,958
100 6.410 4.733 1.677 29.8% 0.166 3.0% 54% False False 4,319
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.034
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6.433
2.618 6.154
1.618 5.983
1.000 5.877
0.618 5.812
HIGH 5.706
0.618 5.641
0.500 5.621
0.382 5.600
LOW 5.535
0.618 5.429
1.000 5.364
1.618 5.258
2.618 5.087
4.250 4.808
Fisher Pivots for day following 27-Oct-2009
Pivot 1 day 3 day
R1 5.631 5.782
PP 5.626 5.733
S1 5.621 5.685

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

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