NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 20-Nov-2009
Day Change Summary
Previous Current
19-Nov-2009 20-Nov-2009 Change Change % Previous Week
Open 4.820 4.863 0.043 0.9% 4.944
High 4.876 4.904 0.028 0.6% 5.161
Low 4.696 4.697 0.001 0.0% 4.696
Close 4.852 4.888 0.036 0.7% 4.888
Range 0.180 0.207 0.027 15.0% 0.465
ATR 0.202 0.202 0.000 0.2% 0.000
Volume 14,050 14,103 53 0.4% 63,773
Daily Pivots for day following 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.451 5.376 5.002
R3 5.244 5.169 4.945
R2 5.037 5.037 4.926
R1 4.962 4.962 4.907 5.000
PP 4.830 4.830 4.830 4.848
S1 4.755 4.755 4.869 4.793
S2 4.623 4.623 4.850
S3 4.416 4.548 4.831
S4 4.209 4.341 4.774
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.310 6.064 5.144
R3 5.845 5.599 5.016
R2 5.380 5.380 4.973
R1 5.134 5.134 4.931 5.025
PP 4.915 4.915 4.915 4.860
S1 4.669 4.669 4.845 4.560
S2 4.450 4.450 4.803
S3 3.985 4.204 4.760
S4 3.520 3.739 4.632
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.161 4.696 0.465 9.5% 0.215 4.4% 41% False False 12,754
10 5.161 4.696 0.465 9.5% 0.185 3.8% 41% False False 13,466
20 5.788 4.696 1.092 22.3% 0.198 4.1% 18% False False 11,533
40 6.242 4.696 1.546 31.6% 0.206 4.2% 12% False False 9,634
60 6.242 4.696 1.546 31.6% 0.204 4.2% 12% False False 8,283
80 6.242 4.696 1.546 31.6% 0.184 3.8% 12% False False 7,014
100 6.242 4.696 1.546 31.6% 0.176 3.6% 12% False False 6,150
120 6.410 4.696 1.714 35.1% 0.171 3.5% 11% False False 5,437
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 0.041
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.784
2.618 5.446
1.618 5.239
1.000 5.111
0.618 5.032
HIGH 4.904
0.618 4.825
0.500 4.801
0.382 4.776
LOW 4.697
0.618 4.569
1.000 4.490
1.618 4.362
2.618 4.155
4.250 3.817
Fisher Pivots for day following 20-Nov-2009
Pivot 1 day 3 day
R1 4.859 4.883
PP 4.830 4.877
S1 4.801 4.872

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

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