NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 27-Jan-2010
Day Change Summary
Previous Current
26-Jan-2010 27-Jan-2010 Change Change % Previous Week
Open 5.660 5.400 -0.260 -4.6% 5.596
High 5.668 5.440 -0.228 -4.0% 5.804
Low 5.383 5.182 -0.201 -3.7% 5.431
Close 5.430 5.224 -0.206 -3.8% 5.750
Range 0.285 0.258 -0.027 -9.5% 0.373
ATR 0.257 0.257 0.000 0.0% 0.000
Volume 55,414 109,839 54,425 98.2% 263,979
Daily Pivots for day following 27-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.056 5.898 5.366
R3 5.798 5.640 5.295
R2 5.540 5.540 5.271
R1 5.382 5.382 5.248 5.332
PP 5.282 5.282 5.282 5.257
S1 5.124 5.124 5.200 5.074
S2 5.024 5.024 5.177
S3 4.766 4.866 5.153
S4 4.508 4.608 5.082
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.781 6.638 5.955
R3 6.408 6.265 5.853
R2 6.035 6.035 5.818
R1 5.892 5.892 5.784 5.964
PP 5.662 5.662 5.662 5.697
S1 5.519 5.519 5.716 5.591
S2 5.289 5.289 5.682
S3 4.916 5.146 5.647
S4 4.543 4.773 5.545
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.804 5.182 0.622 11.9% 0.232 4.4% 7% False True 71,531
10 5.804 5.182 0.622 11.9% 0.242 4.6% 7% False True 74,961
20 6.027 5.182 0.845 16.2% 0.253 4.8% 5% False True 55,779
40 6.027 4.550 1.477 28.3% 0.250 4.8% 46% False False 44,161
60 6.027 4.550 1.477 28.3% 0.240 4.6% 46% False False 33,764
80 6.242 4.550 1.692 32.4% 0.232 4.4% 40% False False 27,350
100 6.242 4.550 1.692 32.4% 0.230 4.4% 40% False False 23,089
120 6.242 4.550 1.692 32.4% 0.210 4.0% 40% False False 19,775
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.045
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.537
2.618 6.115
1.618 5.857
1.000 5.698
0.618 5.599
HIGH 5.440
0.618 5.341
0.500 5.311
0.382 5.281
LOW 5.182
0.618 5.023
1.000 4.924
1.618 4.765
2.618 4.507
4.250 4.086
Fisher Pivots for day following 27-Jan-2010
Pivot 1 day 3 day
R1 5.311 5.484
PP 5.282 5.397
S1 5.253 5.311

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

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