NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 16-Mar-2010
Day Change Summary
Previous Current
15-Mar-2010 16-Mar-2010 Change Change % Previous Week
Open 4.600 4.587 -0.013 -0.3% 4.770
High 4.681 4.652 -0.029 -0.6% 4.815
Low 4.577 4.570 -0.007 -0.2% 4.608
Close 4.636 4.587 -0.049 -1.1% 4.632
Range 0.104 0.082 -0.022 -21.2% 0.207
ATR 0.139 0.135 -0.004 -2.9% 0.000
Volume 8,783 7,260 -1,523 -17.3% 69,102
Daily Pivots for day following 16-Mar-2010
Classic Woodie Camarilla DeMark
R4 4.849 4.800 4.632
R3 4.767 4.718 4.610
R2 4.685 4.685 4.602
R1 4.636 4.636 4.595 4.628
PP 4.603 4.603 4.603 4.599
S1 4.554 4.554 4.579 4.546
S2 4.521 4.521 4.572
S3 4.439 4.472 4.564
S4 4.357 4.390 4.542
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.306 5.176 4.746
R3 5.099 4.969 4.689
R2 4.892 4.892 4.670
R1 4.762 4.762 4.651 4.724
PP 4.685 4.685 4.685 4.666
S1 4.555 4.555 4.613 4.517
S2 4.478 4.478 4.594
S3 4.271 4.348 4.575
S4 4.064 4.141 4.518
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.815 4.570 0.245 5.3% 0.110 2.4% 7% False True 12,673
10 5.000 4.570 0.430 9.4% 0.113 2.5% 4% False True 11,577
20 5.571 4.570 1.001 21.8% 0.118 2.6% 2% False True 8,823
40 5.894 4.570 1.324 28.9% 0.141 3.1% 1% False True 6,768
60 6.075 4.570 1.505 32.8% 0.159 3.5% 1% False True 5,564
80 6.075 4.570 1.505 32.8% 0.169 3.7% 1% False True 4,685
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.024
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5.001
2.618 4.867
1.618 4.785
1.000 4.734
0.618 4.703
HIGH 4.652
0.618 4.621
0.500 4.611
0.382 4.601
LOW 4.570
0.618 4.519
1.000 4.488
1.618 4.437
2.618 4.355
4.250 4.222
Fisher Pivots for day following 16-Mar-2010
Pivot 1 day 3 day
R1 4.611 4.632
PP 4.603 4.617
S1 4.595 4.602

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

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