NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 29-Oct-2009
Day Change Summary
Previous Current
28-Oct-2009 29-Oct-2009 Change Change % Previous Week
Open 5.639 5.420 -0.219 -3.9% 5.998
High 5.665 5.505 -0.160 -2.8% 6.242
Low 5.435 5.350 -0.085 -1.6% 5.794
Close 5.440 5.456 0.016 0.3% 5.812
Range 0.230 0.155 -0.075 -32.6% 0.448
ATR 0.214 0.210 -0.004 -2.0% 0.000
Volume 3,570 11,362 7,792 218.3% 40,467
Daily Pivots for day following 29-Oct-2009
Classic Woodie Camarilla DeMark
R4 5.902 5.834 5.541
R3 5.747 5.679 5.499
R2 5.592 5.592 5.484
R1 5.524 5.524 5.470 5.558
PP 5.437 5.437 5.437 5.454
S1 5.369 5.369 5.442 5.403
S2 5.282 5.282 5.428
S3 5.127 5.214 5.413
S4 4.972 5.059 5.371
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 6.028 5.350 0.678 12.4% 0.204 3.7% 16% False True 8,076
10 6.242 5.350 0.892 16.3% 0.211 3.9% 12% False True 7,846
20 6.242 5.350 0.892 16.3% 0.210 3.9% 12% False True 8,107
40 6.242 4.733 1.509 27.7% 0.215 3.9% 48% False False 7,077
60 6.242 4.733 1.509 27.7% 0.181 3.3% 48% False False 5,787
80 6.242 4.733 1.509 27.7% 0.174 3.2% 48% False False 5,060
100 6.410 4.733 1.677 30.7% 0.167 3.1% 43% False False 4,439
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 True
Bull Hook False
Stretch 0.037
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 6.164
2.618 5.911
1.618 5.756
1.000 5.660
0.618 5.601
HIGH 5.505
0.618 5.446
0.500 5.428
0.382 5.409
LOW 5.350
0.618 5.254
1.000 5.195
1.618 5.099
2.618 4.944
4.250 4.691
Fisher Pivots for day following 29-Oct-2009
Pivot 1 day 3 day
R1 5.447 5.528
PP 5.437 5.504
S1 5.428 5.480

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

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