NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 24-Dec-2009
Day Change Summary
Previous Current
23-Dec-2009 24-Dec-2009 Change Change % Previous Week
Open 5.757 5.895 0.138 2.4% 5.349
High 5.873 5.940 0.067 1.1% 5.916
Low 5.632 5.652 0.020 0.4% 5.303
Close 5.852 5.686 -0.166 -2.8% 5.805
Range 0.241 0.288 0.047 19.5% 0.613
ATR 0.245 0.248 0.003 1.2% 0.000
Volume 29,540 21,837 -7,703 -26.1% 187,780
Daily Pivots for day following 24-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.623 6.443 5.844
R3 6.335 6.155 5.765
R2 6.047 6.047 5.739
R1 5.867 5.867 5.712 5.813
PP 5.759 5.759 5.759 5.733
S1 5.579 5.579 5.660 5.525
S2 5.471 5.471 5.633
S3 5.183 5.291 5.607
S4 4.895 5.003 5.528
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 5.554 0.394 6.9% 0.241 4.2% 34% False False 30,077
10 5.948 5.235 0.713 12.5% 0.232 4.1% 63% False False 35,180
20 5.948 4.550 1.398 24.6% 0.262 4.6% 81% False False 33,006
40 5.948 4.550 1.398 24.6% 0.232 4.1% 81% False False 22,700
60 6.242 4.550 1.692 29.8% 0.227 4.0% 67% False False 17,737
80 6.242 4.550 1.692 29.8% 0.223 3.9% 67% False False 14,792
100 6.242 4.550 1.692 29.8% 0.201 3.5% 67% False False 12,481
120 6.242 4.550 1.692 29.8% 0.193 3.4% 67% False False 10,873
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.059
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 7.164
2.618 6.694
1.618 6.406
1.000 6.228
0.618 6.118
HIGH 5.940
0.618 5.830
0.500 5.796
0.382 5.762
LOW 5.652
0.618 5.474
1.000 5.364
1.618 5.186
2.618 4.898
4.250 4.428
Fisher Pivots for day following 24-Dec-2009
Pivot 1 day 3 day
R1 5.796 5.747
PP 5.759 5.727
S1 5.723 5.706

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

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