NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 05-Nov-2009
Day Change Summary
Previous Current
04-Nov-2009 05-Nov-2009 Change Change % Previous Week
Open 5.247 5.140 -0.107 -2.0% 5.750
High 5.330 5.254 -0.076 -1.4% 5.788
Low 5.115 5.076 -0.039 -0.8% 5.339
Close 5.127 5.181 0.054 1.1% 5.425
Range 0.215 0.178 -0.037 -17.2% 0.449
ATR 0.215 0.212 -0.003 -1.2% 0.000
Volume 10,293 14,010 3,717 36.1% 40,595
Daily Pivots for day following 05-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.704 5.621 5.279
R3 5.526 5.443 5.230
R2 5.348 5.348 5.214
R1 5.265 5.265 5.197 5.307
PP 5.170 5.170 5.170 5.191
S1 5.087 5.087 5.165 5.129
S2 4.992 4.992 5.148
S3 4.814 4.909 5.132
S4 4.636 4.731 5.083
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 5.076 0.546 10.5% 0.221 4.3% 19% False True 10,801
10 6.028 5.076 0.952 18.4% 0.213 4.1% 11% False True 9,439
20 6.242 5.076 1.166 22.5% 0.215 4.2% 9% False True 8,615
40 6.242 5.076 1.166 22.5% 0.214 4.1% 9% False True 7,770
60 6.242 4.733 1.509 29.1% 0.188 3.6% 30% False False 6,469
80 6.242 4.733 1.509 29.1% 0.181 3.5% 30% False False 5,615
100 6.329 4.733 1.596 30.8% 0.169 3.3% 28% False False 4,862
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 False
Bull Hook False
Stretch 0.065
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.011
2.618 5.720
1.618 5.542
1.000 5.432
0.618 5.364
HIGH 5.254
0.618 5.186
0.500 5.165
0.382 5.144
LOW 5.076
0.618 4.966
1.000 4.898
1.618 4.788
2.618 4.610
4.250 4.320
Fisher Pivots for day following 05-Nov-2009
Pivot 1 day 3 day
R1 5.176 5.203
PP 5.170 5.196
S1 5.165 5.188

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

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