NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 22-Dec-2009
Day Change Summary
Previous Current
21-Dec-2009 22-Dec-2009 Change Change % Previous Week
Open 5.840 5.695 -0.145 -2.5% 5.349
High 5.948 5.776 -0.172 -2.9% 5.916
Low 5.652 5.554 -0.098 -1.7% 5.303
Close 5.694 5.734 0.040 0.7% 5.805
Range 0.296 0.222 -0.074 -25.0% 0.613
ATR 0.247 0.246 -0.002 -0.7% 0.000
Volume 30,057 23,262 -6,795 -22.6% 187,780
Daily Pivots for day following 22-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.354 6.266 5.856
R3 6.132 6.044 5.795
R2 5.910 5.910 5.775
R1 5.822 5.822 5.754 5.866
PP 5.688 5.688 5.688 5.710
S1 5.600 5.600 5.714 5.644
S2 5.466 5.466 5.693
S3 5.244 5.378 5.673
S4 5.022 5.156 5.612
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 5.454 0.494 8.6% 0.243 4.2% 57% False False 33,683
10 5.948 4.937 1.011 17.6% 0.257 4.5% 79% False False 41,192
20 5.948 4.550 1.398 24.4% 0.263 4.6% 85% False False 31,716
40 5.948 4.550 1.398 24.4% 0.229 4.0% 85% False False 21,721
60 6.242 4.550 1.692 29.5% 0.226 3.9% 70% False False 17,113
80 6.242 4.550 1.692 29.5% 0.219 3.8% 70% False False 14,252
100 6.242 4.550 1.692 29.5% 0.200 3.5% 70% False False 12,041
120 6.242 4.550 1.692 29.5% 0.191 3.3% 70% False False 10,489
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 0.056
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.720
2.618 6.357
1.618 6.135
1.000 5.998
0.618 5.913
HIGH 5.776
0.618 5.691
0.500 5.665
0.382 5.639
LOW 5.554
0.618 5.417
1.000 5.332
1.618 5.195
2.618 4.973
4.250 4.611
Fisher Pivots for day following 22-Dec-2009
Pivot 1 day 3 day
R1 5.711 5.751
PP 5.688 5.745
S1 5.665 5.740

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

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