NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 31-Dec-2009
Day Change Summary
Previous Current
30-Dec-2009 31-Dec-2009 Change Change % Previous Week
Open 5.805 5.688 -0.117 -2.0% 5.840
High 5.891 5.835 -0.056 -1.0% 5.948
Low 5.665 5.472 -0.193 -3.4% 5.554
Close 5.685 5.532 -0.153 -2.7% 5.686
Range 0.226 0.363 0.137 60.6% 0.394
ATR 0.245 0.254 0.008 3.4% 0.000
Volume 17,776 16,185 -1,591 -9.0% 104,696
Daily Pivots for day following 31-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.702 6.480 5.732
R3 6.339 6.117 5.632
R2 5.976 5.976 5.599
R1 5.754 5.754 5.565 5.684
PP 5.613 5.613 5.613 5.578
S1 5.391 5.391 5.499 5.321
S2 5.250 5.250 5.465
S3 4.887 5.028 5.432
S4 4.524 4.665 5.332
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 5.472 0.520 9.4% 0.251 4.5% 12% False True 17,611
10 5.992 5.472 0.520 9.4% 0.257 4.6% 12% False True 25,005
20 5.992 4.550 1.442 26.1% 0.248 4.5% 68% False False 32,672
40 5.992 4.550 1.442 26.1% 0.235 4.2% 68% False False 23,329
60 6.242 4.550 1.692 30.6% 0.226 4.1% 58% False False 18,351
80 6.242 4.550 1.692 30.6% 0.227 4.1% 58% False False 15,373
100 6.242 4.550 1.692 30.6% 0.205 3.7% 58% False False 13,009
120 6.242 4.550 1.692 30.6% 0.198 3.6% 58% False False 11,350
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.068
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 7.378
2.618 6.785
1.618 6.422
1.000 6.198
0.618 6.059
HIGH 5.835
0.618 5.696
0.500 5.654
0.382 5.611
LOW 5.472
0.618 5.248
1.000 5.109
1.618 4.885
2.618 4.522
4.250 3.929
Fisher Pivots for day following 31-Dec-2009
Pivot 1 day 3 day
R1 5.654 5.732
PP 5.613 5.665
S1 5.573 5.599

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

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