NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 04-Nov-2009
Day Change Summary
Previous Current
03-Nov-2009 04-Nov-2009 Change Change % Previous Week
Open 5.236 5.247 0.011 0.2% 5.750
High 5.293 5.330 0.037 0.7% 5.788
Low 5.142 5.115 -0.027 -0.5% 5.339
Close 5.283 5.127 -0.156 -3.0% 5.425
Range 0.151 0.215 0.064 42.4% 0.449
ATR 0.215 0.215 0.000 0.0% 0.000
Volume 10,373 10,293 -80 -0.8% 40,595
Daily Pivots for day following 04-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.836 5.696 5.245
R3 5.621 5.481 5.186
R2 5.406 5.406 5.166
R1 5.266 5.266 5.147 5.229
PP 5.191 5.191 5.191 5.172
S1 5.051 5.051 5.107 5.014
S2 4.976 4.976 5.088
S3 4.761 4.836 5.068
S4 4.546 4.621 5.009
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.864 6.594 5.672
R3 6.415 6.145 5.548
R2 5.966 5.966 5.507
R1 5.696 5.696 5.466 5.607
PP 5.517 5.517 5.517 5.473
S1 5.247 5.247 5.384 5.158
S2 5.068 5.068 5.343
S3 4.619 4.798 5.302
S4 4.170 4.349 5.178
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.622 5.115 0.507 9.9% 0.217 4.2% 2% False True 10,272
10 6.137 5.115 1.022 19.9% 0.221 4.3% 1% False True 9,038
20 6.242 5.115 1.127 22.0% 0.214 4.2% 1% False True 8,413
40 6.242 4.910 1.332 26.0% 0.221 4.3% 16% False False 7,572
60 6.242 4.733 1.509 29.4% 0.186 3.6% 26% False False 6,273
80 6.242 4.733 1.509 29.4% 0.181 3.5% 26% False False 5,472
100 6.329 4.733 1.596 31.1% 0.168 3.3% 25% False False 4,759
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 0.065
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.244
2.618 5.893
1.618 5.678
1.000 5.545
0.618 5.463
HIGH 5.330
0.618 5.248
0.500 5.223
0.382 5.197
LOW 5.115
0.618 4.982
1.000 4.900
1.618 4.767
2.618 4.552
4.250 4.201
Fisher Pivots for day following 04-Nov-2009
Pivot 1 day 3 day
R1 5.223 5.296
PP 5.191 5.240
S1 5.159 5.183

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

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