NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 31-Jul-2009
Day Change Summary
Previous Current
30-Jul-2009 31-Jul-2009 Change Change % Previous Week
Open 5.467 5.590 0.123 2.2% 5.567
High 5.662 5.650 -0.012 -0.2% 5.662
Low 5.435 5.541 0.106 2.0% 5.372
Close 5.653 5.631 -0.022 -0.4% 5.631
Range 0.227 0.109 -0.118 -52.0% 0.290
ATR 0.160 0.156 -0.003 -2.1% 0.000
Volume 2,183 3,085 902 41.3% 10,741
Daily Pivots for day following 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.934 5.892 5.691
R3 5.825 5.783 5.661
R2 5.716 5.716 5.651
R1 5.674 5.674 5.641 5.695
PP 5.607 5.607 5.607 5.618
S1 5.565 5.565 5.621 5.586
S2 5.498 5.498 5.611
S3 5.389 5.456 5.601
S4 5.280 5.347 5.571
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.425 6.318 5.791
R3 6.135 6.028 5.711
R2 5.845 5.845 5.684
R1 5.738 5.738 5.658 5.792
PP 5.555 5.555 5.555 5.582
S1 5.448 5.448 5.604 5.502
S2 5.265 5.265 5.578
S3 4.975 5.158 5.551
S4 4.685 4.868 5.472
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.662 5.372 0.290 5.2% 0.139 2.5% 89% False False 2,148
10 5.730 5.372 0.358 6.4% 0.149 2.6% 72% False False 2,917
20 5.730 5.230 0.500 8.9% 0.143 2.5% 80% False False 2,727
40 6.410 5.230 1.180 21.0% 0.143 2.5% 34% False False 2,258
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.113
2.618 5.935
1.618 5.826
1.000 5.759
0.618 5.717
HIGH 5.650
0.618 5.608
0.500 5.596
0.382 5.583
LOW 5.541
0.618 5.474
1.000 5.432
1.618 5.365
2.618 5.256
4.250 5.078
Fisher Pivots for day following 31-Jul-2009
Pivot 1 day 3 day
R1 5.619 5.593
PP 5.607 5.555
S1 5.596 5.517

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

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