NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 06-Aug-2009
Day Change Summary
Previous Current
05-Aug-2009 06-Aug-2009 Change Change % Previous Week
Open 5.888 5.946 0.058 1.0% 5.567
High 5.979 5.948 -0.031 -0.5% 5.662
Low 5.882 5.710 -0.172 -2.9% 5.372
Close 5.955 5.716 -0.239 -4.0% 5.631
Range 0.097 0.238 0.141 145.4% 0.290
ATR 0.170 0.175 0.005 3.1% 0.000
Volume 4,235 3,599 -636 -15.0% 10,741
Daily Pivots for day following 06-Aug-2009
Classic Woodie Camarilla DeMark
R4 6.505 6.349 5.847
R3 6.267 6.111 5.781
R2 6.029 6.029 5.760
R1 5.873 5.873 5.738 5.832
PP 5.791 5.791 5.791 5.771
S1 5.635 5.635 5.694 5.594
S2 5.553 5.553 5.672
S3 5.315 5.397 5.651
S4 5.077 5.159 5.585
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 6.106 5.541 0.565 9.9% 0.181 3.2% 31% False False 3,667
10 6.106 5.372 0.734 12.8% 0.163 2.8% 47% False False 3,093
20 6.106 5.230 0.876 15.3% 0.160 2.8% 55% False False 2,963
40 6.410 5.230 1.180 20.6% 0.147 2.6% 41% False False 2,458
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 0.014
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.960
2.618 6.571
1.618 6.333
1.000 6.186
0.618 6.095
HIGH 5.948
0.618 5.857
0.500 5.829
0.382 5.801
LOW 5.710
0.618 5.563
1.000 5.472
1.618 5.325
2.618 5.087
4.250 4.699
Fisher Pivots for day following 06-Aug-2009
Pivot 1 day 3 day
R1 5.829 5.845
PP 5.791 5.802
S1 5.754 5.759

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

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