NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 30-Nov-2009
Day Change Summary
Previous Current
27-Nov-2009 30-Nov-2009 Change Change % Previous Week
Open 5.265 5.250 -0.015 -0.3% 4.920
High 5.370 5.281 -0.089 -1.7% 5.370
Low 4.914 4.968 0.054 1.1% 4.819
Close 5.290 4.989 -0.301 -5.7% 5.290
Range 0.456 0.313 -0.143 -31.4% 0.551
ATR 0.229 0.236 0.007 2.9% 0.000
Volume 22,874 11,433 -11,441 -50.0% 60,209
Daily Pivots for day following 30-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.018 5.817 5.161
R3 5.705 5.504 5.075
R2 5.392 5.392 5.046
R1 5.191 5.191 5.018 5.135
PP 5.079 5.079 5.079 5.052
S1 4.878 4.878 4.960 4.822
S2 4.766 4.766 4.932
S3 4.453 4.565 4.903
S4 4.140 4.252 4.817
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.813 6.602 5.593
R3 6.262 6.051 5.442
R2 5.711 5.711 5.391
R1 5.500 5.500 5.341 5.606
PP 5.160 5.160 5.160 5.212
S1 4.949 4.949 5.239 5.055
S2 4.609 4.609 5.189
S3 4.058 4.398 5.138
S4 3.507 3.847 4.987
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.370 4.819 0.551 11.0% 0.300 6.0% 31% False False 14,328
10 5.370 4.696 0.674 13.5% 0.257 5.2% 43% False False 13,541
20 5.477 4.696 0.781 15.7% 0.220 4.4% 38% False False 13,086
40 6.242 4.696 1.546 31.0% 0.215 4.3% 19% False False 10,591
60 6.242 4.696 1.546 31.0% 0.218 4.4% 19% False False 9,123
80 6.242 4.696 1.546 31.0% 0.191 3.8% 19% False False 7,681
100 6.242 4.696 1.546 31.0% 0.185 3.7% 19% False False 6,737
120 6.410 4.696 1.714 34.4% 0.176 3.5% 17% False False 5,940
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.048
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.611
2.618 6.100
1.618 5.787
1.000 5.594
0.618 5.474
HIGH 5.281
0.618 5.161
0.500 5.125
0.382 5.088
LOW 4.968
0.618 4.775
1.000 4.655
1.618 4.462
2.618 4.149
4.250 3.638
Fisher Pivots for day following 30-Nov-2009
Pivot 1 day 3 day
R1 5.125 5.135
PP 5.079 5.086
S1 5.034 5.038

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

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