NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 30-Dec-2009
Day Change Summary
Previous Current
29-Dec-2009 30-Dec-2009 Change Change % Previous Week
Open 5.946 5.805 -0.141 -2.4% 5.840
High 5.992 5.891 -0.101 -1.7% 5.948
Low 5.800 5.665 -0.135 -2.3% 5.554
Close 5.814 5.685 -0.129 -2.2% 5.686
Range 0.192 0.226 0.034 17.7% 0.394
ATR 0.247 0.245 -0.001 -0.6% 0.000
Volume 18,641 17,776 -865 -4.6% 104,696
Daily Pivots for day following 30-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.425 6.281 5.809
R3 6.199 6.055 5.747
R2 5.973 5.973 5.726
R1 5.829 5.829 5.706 5.788
PP 5.747 5.747 5.747 5.727
S1 5.603 5.603 5.664 5.562
S2 5.521 5.521 5.644
S3 5.295 5.377 5.623
S4 5.069 5.151 5.561
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 5.632 0.360 6.3% 0.227 4.0% 15% False False 20,282
10 5.992 5.454 0.538 9.5% 0.235 4.1% 43% False False 26,982
20 5.992 4.550 1.442 25.4% 0.243 4.3% 79% False False 32,841
40 5.992 4.550 1.442 25.4% 0.230 4.0% 79% False False 23,184
60 6.242 4.550 1.692 29.8% 0.224 3.9% 67% False False 18,248
80 6.242 4.550 1.692 29.8% 0.225 4.0% 67% False False 15,225
100 6.242 4.550 1.692 29.8% 0.202 3.6% 67% False False 12,859
120 6.242 4.550 1.692 29.8% 0.196 3.4% 67% False False 11,228
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.057
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.852
2.618 6.483
1.618 6.257
1.000 6.117
0.618 6.031
HIGH 5.891
0.618 5.805
0.500 5.778
0.382 5.751
LOW 5.665
0.618 5.525
1.000 5.439
1.618 5.299
2.618 5.073
4.250 4.705
Fisher Pivots for day following 30-Dec-2009
Pivot 1 day 3 day
R1 5.778 5.829
PP 5.747 5.781
S1 5.716 5.733

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

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