NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 28-Dec-2009
Day Change Summary
Previous Current
24-Dec-2009 28-Dec-2009 Change Change % Previous Week
Open 5.895 5.804 -0.091 -1.5% 5.840
High 5.940 5.970 0.030 0.5% 5.948
Low 5.652 5.784 0.132 2.3% 5.554
Close 5.686 5.965 0.279 4.9% 5.686
Range 0.288 0.186 -0.102 -35.4% 0.394
ATR 0.248 0.251 0.003 1.0% 0.000
Volume 21,837 13,618 -8,219 -37.6% 104,696
Daily Pivots for day following 28-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.464 6.401 6.067
R3 6.278 6.215 6.016
R2 6.092 6.092 5.999
R1 6.029 6.029 5.982 6.061
PP 5.906 5.906 5.906 5.922
S1 5.843 5.843 5.948 5.875
S2 5.720 5.720 5.931
S3 5.534 5.657 5.914
S4 5.348 5.471 5.863
Weekly Pivots for week ending 25-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.911 6.693 5.903
R3 6.517 6.299 5.794
R2 6.123 6.123 5.758
R1 5.905 5.905 5.722 5.817
PP 5.729 5.729 5.729 5.686
S1 5.511 5.511 5.650 5.423
S2 5.335 5.335 5.614
S3 4.941 5.117 5.578
S4 4.547 4.723 5.469
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.970 5.554 0.416 7.0% 0.247 4.1% 99% True False 23,662
10 5.970 5.303 0.667 11.2% 0.228 3.8% 99% True False 30,609
20 5.970 4.550 1.420 23.8% 0.248 4.2% 100% True False 32,543
40 5.970 4.550 1.420 23.8% 0.233 3.9% 100% True False 22,757
60 6.242 4.550 1.692 28.4% 0.226 3.8% 84% False False 17,873
80 6.242 4.550 1.692 28.4% 0.224 3.8% 84% False False 14,917
100 6.242 4.550 1.692 28.4% 0.202 3.4% 84% False False 12,575
120 6.242 4.550 1.692 28.4% 0.194 3.2% 84% False False 10,959
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 0.050
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6.761
2.618 6.457
1.618 6.271
1.000 6.156
0.618 6.085
HIGH 5.970
0.618 5.899
0.500 5.877
0.382 5.855
LOW 5.784
0.618 5.669
1.000 5.598
1.618 5.483
2.618 5.297
4.250 4.994
Fisher Pivots for day following 28-Dec-2009
Pivot 1 day 3 day
R1 5.936 5.910
PP 5.906 5.856
S1 5.877 5.801

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

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