NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 15-Dec-2009
Day Change Summary
Previous Current
14-Dec-2009 15-Dec-2009 Change Change % Previous Week
Open 5.349 5.441 0.092 1.7% 4.805
High 5.490 5.584 0.094 1.7% 5.458
Low 5.303 5.421 0.118 2.2% 4.765
Close 5.437 5.577 0.140 2.6% 5.274
Range 0.187 0.163 -0.024 -12.8% 0.693
ATR 0.253 0.247 -0.006 -2.5% 0.000
Volume 47,294 25,389 -21,905 -46.3% 252,357
Daily Pivots for day following 15-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.016 5.960 5.667
R3 5.853 5.797 5.622
R2 5.690 5.690 5.607
R1 5.634 5.634 5.592 5.662
PP 5.527 5.527 5.527 5.542
S1 5.471 5.471 5.562 5.499
S2 5.364 5.364 5.547
S3 5.201 5.308 5.532
S4 5.038 5.145 5.487
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 5.584 4.937 0.647 11.6% 0.271 4.9% 99% True False 48,701
10 5.584 4.550 1.034 18.5% 0.252 4.5% 99% True False 38,700
20 5.584 4.550 1.034 18.5% 0.253 4.5% 99% True False 26,450
40 6.242 4.550 1.692 30.3% 0.225 4.0% 61% False False 18,515
60 6.242 4.550 1.692 30.3% 0.219 3.9% 61% False False 14,694
80 6.242 4.550 1.692 30.3% 0.211 3.8% 61% False False 12,404
100 6.242 4.550 1.692 30.3% 0.195 3.5% 61% False False 10,465
120 6.242 4.550 1.692 30.3% 0.185 3.3% 61% False False 9,152
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.048
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6.277
2.618 6.011
1.618 5.848
1.000 5.747
0.618 5.685
HIGH 5.584
0.618 5.522
0.500 5.503
0.382 5.483
LOW 5.421
0.618 5.320
1.000 5.258
1.618 5.157
2.618 4.994
4.250 4.728
Fisher Pivots for day following 15-Dec-2009
Pivot 1 day 3 day
R1 5.552 5.521
PP 5.527 5.465
S1 5.503 5.410

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

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