NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 13-Nov-2009
Day Change Summary
Previous Current
12-Nov-2009 13-Nov-2009 Change Change % Previous Week
Open 4.980 4.891 -0.089 -1.8% 5.051
High 4.985 4.938 -0.047 -0.9% 5.132
Low 4.842 4.790 -0.052 -1.1% 4.790
Close 4.870 4.900 0.030 0.6% 4.900
Range 0.143 0.148 0.005 3.5% 0.342
ATR 0.201 0.197 -0.004 -1.9% 0.000
Volume 9,630 15,262 5,632 58.5% 70,887
Daily Pivots for day following 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.320 5.258 4.981
R3 5.172 5.110 4.941
R2 5.024 5.024 4.927
R1 4.962 4.962 4.914 4.993
PP 4.876 4.876 4.876 4.892
S1 4.814 4.814 4.886 4.845
S2 4.728 4.728 4.873
S3 4.580 4.666 4.859
S4 4.432 4.518 4.819
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.967 5.775 5.088
R3 5.625 5.433 4.994
R2 5.283 5.283 4.963
R1 5.091 5.091 4.931 5.016
PP 4.941 4.941 4.941 4.903
S1 4.749 4.749 4.869 4.674
S2 4.599 4.599 4.837
S3 4.257 4.407 4.806
S4 3.915 4.065 4.712
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.132 4.790 0.342 7.0% 0.155 3.2% 32% False True 14,177
10 5.477 4.790 0.687 14.0% 0.182 3.7% 16% False True 12,630
20 6.242 4.790 1.452 29.6% 0.195 4.0% 8% False True 10,368
40 6.242 4.790 1.452 29.6% 0.200 4.1% 8% False True 8,629
60 6.242 4.733 1.509 30.8% 0.195 4.0% 11% False False 7,571
80 6.242 4.733 1.509 30.8% 0.179 3.7% 11% False False 6,375
100 6.242 4.733 1.509 30.8% 0.171 3.5% 11% False False 5,582
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 0.050
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.567
2.618 5.325
1.618 5.177
1.000 5.086
0.618 5.029
HIGH 4.938
0.618 4.881
0.500 4.864
0.382 4.847
LOW 4.790
0.618 4.699
1.000 4.642
1.618 4.551
2.618 4.403
4.250 4.161
Fisher Pivots for day following 13-Nov-2009
Pivot 1 day 3 day
R1 4.888 4.918
PP 4.876 4.912
S1 4.864 4.906

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

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