NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 25-Nov-2009
Day Change Summary
Previous Current
24-Nov-2009 25-Nov-2009 Change Change % Previous Week
Open 4.948 4.900 -0.048 -1.0% 4.944
High 5.005 5.275 0.270 5.4% 5.161
Low 4.819 4.900 0.081 1.7% 4.696
Close 4.897 5.266 0.369 7.5% 4.888
Range 0.186 0.375 0.189 101.6% 0.465
ATR 0.199 0.212 0.013 6.4% 0.000
Volume 11,055 14,519 3,464 31.3% 63,773
Daily Pivots for day following 25-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.272 6.144 5.472
R3 5.897 5.769 5.369
R2 5.522 5.522 5.335
R1 5.394 5.394 5.300 5.458
PP 5.147 5.147 5.147 5.179
S1 5.019 5.019 5.232 5.083
S2 4.772 4.772 5.197
S3 4.397 4.644 5.163
S4 4.022 4.269 5.060
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 5.275 4.696 0.579 11.0% 0.223 4.2% 98% True False 13,097
10 5.275 4.696 0.579 11.0% 0.210 4.0% 98% True False 12,600
20 5.622 4.696 0.926 17.6% 0.203 3.9% 62% False False 12,394
40 6.242 4.696 1.546 29.4% 0.209 4.0% 37% False False 10,102
60 6.242 4.696 1.546 29.4% 0.210 4.0% 37% False False 8,720
80 6.242 4.696 1.546 29.4% 0.186 3.5% 37% False False 7,350
100 6.242 4.696 1.546 29.4% 0.179 3.4% 37% False False 6,446
120 6.410 4.696 1.714 32.5% 0.173 3.3% 33% False False 5,682
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.039
Widest range in 54 trading days
Fibonacci Retracements and Extensions
4.250 6.869
2.618 6.257
1.618 5.882
1.000 5.650
0.618 5.507
HIGH 5.275
0.618 5.132
0.500 5.088
0.382 5.043
LOW 4.900
0.618 4.668
1.000 4.525
1.618 4.293
2.618 3.918
4.250 3.306
Fisher Pivots for day following 25-Nov-2009
Pivot 1 day 3 day
R1 5.207 5.193
PP 5.147 5.120
S1 5.088 5.047

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

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