NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 12-Nov-2009
Day Change Summary
Previous Current
11-Nov-2009 12-Nov-2009 Change Change % Previous Week
Open 4.966 4.980 0.014 0.3% 5.350
High 5.045 4.985 -0.060 -1.2% 5.477
Low 4.926 4.842 -0.084 -1.7% 4.992
Close 4.994 4.870 -0.124 -2.5% 5.036
Range 0.119 0.143 0.024 20.2% 0.485
ATR 0.205 0.201 -0.004 -1.8% 0.000
Volume 13,784 9,630 -4,154 -30.1% 55,421
Daily Pivots for day following 12-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.328 5.242 4.949
R3 5.185 5.099 4.909
R2 5.042 5.042 4.896
R1 4.956 4.956 4.883 4.928
PP 4.899 4.899 4.899 4.885
S1 4.813 4.813 4.857 4.785
S2 4.756 4.756 4.844
S3 4.613 4.670 4.831
S4 4.470 4.527 4.791
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.623 6.315 5.303
R3 6.138 5.830 5.169
R2 5.653 5.653 5.125
R1 5.345 5.345 5.080 5.257
PP 5.168 5.168 5.168 5.124
S1 4.860 4.860 4.992 4.772
S2 4.683 4.683 4.947
S3 4.198 4.375 4.903
S4 3.713 3.890 4.769
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.213 4.842 0.371 7.6% 0.170 3.5% 8% False True 13,230
10 5.622 4.842 0.780 16.0% 0.196 4.0% 4% False True 12,016
20 6.242 4.842 1.400 28.7% 0.203 4.2% 2% False True 9,931
40 6.242 4.842 1.400 28.7% 0.201 4.1% 2% False True 8,438
60 6.242 4.733 1.509 31.0% 0.194 4.0% 9% False False 7,345
80 6.242 4.733 1.509 31.0% 0.180 3.7% 9% False False 6,235
100 6.242 4.733 1.509 31.0% 0.170 3.5% 9% False False 5,449
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 0.060
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.593
2.618 5.359
1.618 5.216
1.000 5.128
0.618 5.073
HIGH 4.985
0.618 4.930
0.500 4.914
0.382 4.897
LOW 4.842
0.618 4.754
1.000 4.699
1.618 4.611
2.618 4.468
4.250 4.234
Fisher Pivots for day following 12-Nov-2009
Pivot 1 day 3 day
R1 4.914 4.962
PP 4.899 4.931
S1 4.885 4.901

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

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