NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 05-Jan-2010
Day Change Summary
Previous Current
04-Jan-2010 05-Jan-2010 Change Change % Previous Week
Open 5.677 5.800 0.123 2.2% 5.804
High 5.852 5.821 -0.031 -0.5% 5.992
Low 5.677 5.574 -0.103 -1.8% 5.472
Close 5.841 5.593 -0.248 -4.2% 5.532
Range 0.175 0.247 0.072 41.1% 0.520
ATR 0.258 0.259 0.001 0.2% 0.000
Volume 24,368 31,238 6,870 28.2% 66,220
Daily Pivots for day following 05-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.404 6.245 5.729
R3 6.157 5.998 5.661
R2 5.910 5.910 5.638
R1 5.751 5.751 5.616 5.707
PP 5.663 5.663 5.663 5.641
S1 5.504 5.504 5.570 5.460
S2 5.416 5.416 5.548
S3 5.169 5.257 5.525
S4 4.922 5.010 5.457
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 7.225 6.899 5.818
R3 6.705 6.379 5.675
R2 6.185 6.185 5.627
R1 5.859 5.859 5.580 5.762
PP 5.665 5.665 5.665 5.617
S1 5.339 5.339 5.484 5.242
S2 5.145 5.145 5.437
S3 4.625 4.819 5.389
S4 4.105 4.299 5.246
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 9.3% 0.241 4.3% 23% False False 21,641
10 5.992 5.472 0.520 9.3% 0.244 4.4% 23% False False 22,652
20 5.992 4.765 1.227 21.9% 0.250 4.5% 67% False False 33,332
40 5.992 4.550 1.442 25.8% 0.236 4.2% 72% False False 24,112
60 6.242 4.550 1.692 30.3% 0.229 4.1% 62% False False 18,946
80 6.242 4.550 1.692 30.3% 0.225 4.0% 62% False False 15,941
100 6.242 4.550 1.692 30.3% 0.207 3.7% 62% False False 13,526
120 6.242 4.550 1.692 30.3% 0.199 3.6% 62% False False 11,780
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 0.067
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.871
2.618 6.468
1.618 6.221
1.000 6.068
0.618 5.974
HIGH 5.821
0.618 5.727
0.500 5.698
0.382 5.668
LOW 5.574
0.618 5.421
1.000 5.327
1.618 5.174
2.618 4.927
4.250 4.524
Fisher Pivots for day following 05-Jan-2010
Pivot 1 day 3 day
R1 5.698 5.662
PP 5.663 5.639
S1 5.628 5.616

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

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