NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 11-Dec-2009
Day Change Summary
Previous Current
10-Dec-2009 11-Dec-2009 Change Change % Previous Week
Open 4.975 5.345 0.370 7.4% 4.805
High 5.409 5.458 0.049 0.9% 5.458
Low 4.937 5.235 0.298 6.0% 4.765
Close 5.383 5.274 -0.109 -2.0% 5.274
Range 0.472 0.223 -0.249 -52.8% 0.693
ATR 0.258 0.256 -0.003 -1.0% 0.000
Volume 49,732 59,331 9,599 19.3% 252,357
Daily Pivots for day following 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 5.991 5.856 5.397
R3 5.768 5.633 5.335
R2 5.545 5.545 5.315
R1 5.410 5.410 5.294 5.366
PP 5.322 5.322 5.322 5.301
S1 5.187 5.187 5.254 5.143
S2 5.099 5.099 5.233
S3 4.876 4.964 5.213
S4 4.653 4.741 5.151
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 7.245 6.952 5.655
R3 6.552 6.259 5.465
R2 5.859 5.859 5.401
R1 5.566 5.566 5.338 5.713
PP 5.166 5.166 5.166 5.239
S1 4.873 4.873 5.210 5.020
S2 4.473 4.473 5.147
S3 3.780 4.180 5.083
S4 3.087 3.487 4.893
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.458 4.765 0.693 13.1% 0.303 5.7% 73% True False 50,471
10 5.458 4.550 0.908 17.2% 0.269 5.1% 80% True False 34,478
20 5.458 4.550 0.908 17.2% 0.255 4.8% 80% True False 24,201
40 6.242 4.550 1.692 32.1% 0.229 4.3% 43% False False 17,066
60 6.242 4.550 1.692 32.1% 0.219 4.2% 43% False False 13,693
80 6.242 4.550 1.692 32.1% 0.209 4.0% 43% False False 11,559
100 6.242 4.550 1.692 32.1% 0.195 3.7% 43% False False 9,828
120 6.242 4.550 1.692 32.1% 0.184 3.5% 43% False False 8,574
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.406
2.618 6.042
1.618 5.819
1.000 5.681
0.618 5.596
HIGH 5.458
0.618 5.373
0.500 5.347
0.382 5.320
LOW 5.235
0.618 5.097
1.000 5.012
1.618 4.874
2.618 4.651
4.250 4.287
Fisher Pivots for day following 11-Dec-2009
Pivot 1 day 3 day
R1 5.347 5.249
PP 5.322 5.223
S1 5.298 5.198

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

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