NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 09-Mar-2010
Day Change Summary
Previous Current
08-Mar-2010 09-Mar-2010 Change Change % Previous Week
Open 4.770 4.776 0.006 0.1% 4.912
High 4.783 4.812 0.029 0.6% 5.085
Low 4.689 4.693 0.004 0.1% 4.777
Close 4.750 4.735 -0.015 -0.3% 4.820
Range 0.094 0.119 0.025 26.6% 0.308
ATR 0.149 0.147 -0.002 -1.4% 0.000
Volume 12,540 9,236 -3,304 -26.3% 44,526
Daily Pivots for day following 09-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.104 5.038 4.800
R3 4.985 4.919 4.768
R2 4.866 4.866 4.757
R1 4.800 4.800 4.746 4.774
PP 4.747 4.747 4.747 4.733
S1 4.681 4.681 4.724 4.655
S2 4.628 4.628 4.713
S3 4.509 4.562 4.702
S4 4.390 4.443 4.670
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.818 5.627 4.989
R3 5.510 5.319 4.905
R2 5.202 5.202 4.876
R1 5.011 5.011 4.848 4.953
PP 4.894 4.894 4.894 4.865
S1 4.703 4.703 4.792 4.645
S2 4.586 4.586 4.764
S3 4.278 4.395 4.735
S4 3.970 4.087 4.651
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.000 4.689 0.311 6.6% 0.116 2.4% 15% False False 10,481
10 5.148 4.689 0.459 9.7% 0.116 2.5% 10% False False 8,225
20 5.703 4.689 1.014 21.4% 0.131 2.8% 5% False False 7,452
40 5.900 4.689 1.211 25.6% 0.154 3.3% 4% False False 5,821
60 6.075 4.689 1.386 29.3% 0.166 3.5% 3% False False 4,726
80 6.075 4.689 1.386 29.3% 0.170 3.6% 3% False False 3,962
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.318
2.618 5.124
1.618 5.005
1.000 4.931
0.618 4.886
HIGH 4.812
0.618 4.767
0.500 4.753
0.382 4.738
LOW 4.693
0.618 4.619
1.000 4.574
1.618 4.500
2.618 4.381
4.250 4.187
Fisher Pivots for day following 09-Mar-2010
Pivot 1 day 3 day
R1 4.753 4.766
PP 4.747 4.756
S1 4.741 4.745

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

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