NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 17-Dec-2009
Day Change Summary
Previous Current
16-Dec-2009 17-Dec-2009 Change Change % Previous Week
Open 5.565 5.534 -0.031 -0.6% 4.805
High 5.599 5.894 0.295 5.3% 5.458
Low 5.454 5.502 0.048 0.9% 4.765
Close 5.502 5.787 0.285 5.2% 5.274
Range 0.145 0.392 0.247 170.3% 0.693
ATR 0.239 0.250 0.011 4.6% 0.000
Volume 35,959 33,448 -2,511 -7.0% 252,357
Daily Pivots for day following 17-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.904 6.737 6.003
R3 6.512 6.345 5.895
R2 6.120 6.120 5.859
R1 5.953 5.953 5.823 6.037
PP 5.728 5.728 5.728 5.769
S1 5.561 5.561 5.751 5.645
S2 5.336 5.336 5.715
S3 4.944 5.169 5.679
S4 4.552 4.777 5.571
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 5.894 5.235 0.659 11.4% 0.222 3.8% 84% True False 40,284
10 5.894 4.580 1.314 22.7% 0.261 4.5% 92% True False 41,569
20 5.894 4.550 1.344 23.2% 0.257 4.4% 92% True False 28,761
40 6.137 4.550 1.587 27.4% 0.230 4.0% 78% False False 19,916
60 6.242 4.550 1.692 29.2% 0.223 3.8% 73% False False 15,732
80 6.242 4.550 1.692 29.2% 0.215 3.7% 73% False False 13,129
100 6.242 4.550 1.692 29.2% 0.198 3.4% 73% False False 11,129
120 6.242 4.550 1.692 29.2% 0.188 3.2% 73% False False 9,713
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.043
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 7.560
2.618 6.920
1.618 6.528
1.000 6.286
0.618 6.136
HIGH 5.894
0.618 5.744
0.500 5.698
0.382 5.652
LOW 5.502
0.618 5.260
1.000 5.110
1.618 4.868
2.618 4.476
4.250 3.836
Fisher Pivots for day following 17-Dec-2009
Pivot 1 day 3 day
R1 5.757 5.744
PP 5.728 5.701
S1 5.698 5.658

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

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