NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 28-Oct-2009
Day Change Summary
Previous Current
27-Oct-2009 28-Oct-2009 Change Change % Previous Week
Open 5.550 5.639 0.089 1.6% 5.998
High 5.706 5.665 -0.041 -0.7% 6.242
Low 5.535 5.435 -0.100 -1.8% 5.794
Close 5.636 5.440 -0.196 -3.5% 5.812
Range 0.171 0.230 0.059 34.5% 0.448
ATR 0.213 0.214 0.001 0.6% 0.000
Volume 8,641 3,570 -5,071 -58.7% 40,467
Daily Pivots for day following 28-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.203 6.052 5.567
R3 5.973 5.822 5.503
R2 5.743 5.743 5.482
R1 5.592 5.592 5.461 5.553
PP 5.513 5.513 5.513 5.494
S1 5.362 5.362 5.419 5.323
S2 5.283 5.283 5.398
S3 5.053 5.132 5.377
S4 4.823 4.902 5.314
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 6.137 5.435 0.702 12.9% 0.225 4.1% 1% False True 7,805
10 6.242 5.435 0.807 14.8% 0.211 3.9% 1% False True 7,295
20 6.242 5.435 0.807 14.8% 0.215 4.0% 1% False True 7,809
40 6.242 4.733 1.509 27.7% 0.213 3.9% 47% False False 6,884
60 6.242 4.733 1.509 27.7% 0.180 3.3% 47% False False 5,668
80 6.242 4.733 1.509 27.7% 0.173 3.2% 47% False False 4,959
100 6.410 4.733 1.677 30.8% 0.167 3.1% 42% False False 4,339
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 0.033
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.643
2.618 6.267
1.618 6.037
1.000 5.895
0.618 5.807
HIGH 5.665
0.618 5.577
0.500 5.550
0.382 5.523
LOW 5.435
0.618 5.293
1.000 5.205
1.618 5.063
2.618 4.833
4.250 4.458
Fisher Pivots for day following 28-Oct-2009
Pivot 1 day 3 day
R1 5.550 5.612
PP 5.513 5.554
S1 5.477 5.497

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

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