NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 21-Dec-2009
Day Change Summary
Previous Current
18-Dec-2009 21-Dec-2009 Change Change % Previous Week
Open 5.759 5.840 0.081 1.4% 5.349
High 5.916 5.948 0.032 0.5% 5.916
Low 5.757 5.652 -0.105 -1.8% 5.303
Close 5.805 5.694 -0.111 -1.9% 5.805
Range 0.159 0.296 0.137 86.2% 0.613
ATR 0.244 0.247 0.004 1.5% 0.000
Volume 45,690 30,057 -15,633 -34.2% 187,780
Daily Pivots for day following 21-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.653 6.469 5.857
R3 6.357 6.173 5.775
R2 6.061 6.061 5.748
R1 5.877 5.877 5.721 5.821
PP 5.765 5.765 5.765 5.737
S1 5.581 5.581 5.667 5.525
S2 5.469 5.469 5.640
S3 5.173 5.285 5.613
S4 4.877 4.989 5.531
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 7.514 7.272 6.142
R3 6.901 6.659 5.974
R2 6.288 6.288 5.917
R1 6.046 6.046 5.861 6.167
PP 5.675 5.675 5.675 5.735
S1 5.433 5.433 5.749 5.554
S2 5.062 5.062 5.693
S3 4.449 4.820 5.636
S4 3.836 4.207 5.468
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.948 5.421 0.527 9.3% 0.231 4.1% 52% True False 34,108
10 5.948 4.937 1.011 17.8% 0.250 4.4% 75% True False 44,942
20 5.948 4.550 1.398 24.6% 0.261 4.6% 82% True False 31,141
40 5.948 4.550 1.398 24.6% 0.229 4.0% 82% True False 21,337
60 6.242 4.550 1.692 29.7% 0.224 3.9% 68% False False 16,803
80 6.242 4.550 1.692 29.7% 0.218 3.8% 68% False False 13,998
100 6.242 4.550 1.692 29.7% 0.199 3.5% 68% False False 11,840
120 6.242 4.550 1.692 29.7% 0.190 3.3% 68% False False 10,315
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.049
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7.206
2.618 6.723
1.618 6.427
1.000 6.244
0.618 6.131
HIGH 5.948
0.618 5.835
0.500 5.800
0.382 5.765
LOW 5.652
0.618 5.469
1.000 5.356
1.618 5.173
2.618 4.877
4.250 4.394
Fisher Pivots for day following 21-Dec-2009
Pivot 1 day 3 day
R1 5.800 5.725
PP 5.765 5.715
S1 5.729 5.704

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

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