NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 29-Dec-2009
Day Change Summary
Previous Current
28-Dec-2009 29-Dec-2009 Change Change % Previous Week
Open 5.804 5.946 0.142 2.4% 5.840
High 5.970 5.992 0.022 0.4% 5.948
Low 5.784 5.800 0.016 0.3% 5.554
Close 5.965 5.814 -0.151 -2.5% 5.686
Range 0.186 0.192 0.006 3.2% 0.394
ATR 0.251 0.247 -0.004 -1.7% 0.000
Volume 13,618 18,641 5,023 36.9% 104,696
Daily Pivots for day following 29-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.445 6.321 5.920
R3 6.253 6.129 5.867
R2 6.061 6.061 5.849
R1 5.937 5.937 5.832 5.903
PP 5.869 5.869 5.869 5.852
S1 5.745 5.745 5.796 5.711
S2 5.677 5.677 5.779
S3 5.485 5.553 5.761
S4 5.293 5.361 5.708
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 5.992 5.554 0.438 7.5% 0.226 3.9% 59% True False 21,379
10 5.992 5.421 0.571 9.8% 0.228 3.9% 69% True False 27,744
20 5.992 4.550 1.442 24.8% 0.242 4.2% 88% True False 32,904
40 5.992 4.550 1.442 24.8% 0.231 4.0% 88% True False 22,995
60 6.242 4.550 1.692 29.1% 0.224 3.9% 75% False False 18,028
80 6.242 4.550 1.692 29.1% 0.224 3.9% 75% False False 15,068
100 6.242 4.550 1.692 29.1% 0.201 3.5% 75% False False 12,725
120 6.242 4.550 1.692 29.1% 0.194 3.3% 75% False False 11,098
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 0.050
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.808
2.618 6.495
1.618 6.303
1.000 6.184
0.618 6.111
HIGH 5.992
0.618 5.919
0.500 5.896
0.382 5.873
LOW 5.800
0.618 5.681
1.000 5.608
1.618 5.489
2.618 5.297
4.250 4.984
Fisher Pivots for day following 29-Dec-2009
Pivot 1 day 3 day
R1 5.896 5.822
PP 5.869 5.819
S1 5.841 5.817

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

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