NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 22-Mar-2010
Day Change Summary
Previous Current
19-Mar-2010 22-Mar-2010 Change Change % Previous Week
Open 4.321 4.304 -0.017 -0.4% 4.600
High 4.387 4.373 -0.014 -0.3% 4.681
Low 4.282 4.255 -0.027 -0.6% 4.282
Close 4.387 4.304 -0.083 -1.9% 4.387
Range 0.105 0.118 0.013 12.4% 0.399
ATR 0.137 0.136 0.000 -0.2% 0.000
Volume 16,396 11,782 -4,614 -28.1% 50,830
Daily Pivots for day following 22-Mar-2010
Classic Woodie Camarilla DeMark
R4 4.665 4.602 4.369
R3 4.547 4.484 4.336
R2 4.429 4.429 4.326
R1 4.366 4.366 4.315 4.363
PP 4.311 4.311 4.311 4.309
S1 4.248 4.248 4.293 4.245
S2 4.193 4.193 4.282
S3 4.075 4.130 4.272
S4 3.957 4.012 4.239
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.647 5.416 4.606
R3 5.248 5.017 4.497
R2 4.849 4.849 4.460
R1 4.618 4.618 4.424 4.534
PP 4.450 4.450 4.450 4.408
S1 4.219 4.219 4.350 4.135
S2 4.051 4.051 4.314
S3 3.652 3.820 4.277
S4 3.253 3.421 4.168
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.652 4.255 0.397 9.2% 0.121 2.8% 12% False True 10,765
10 4.815 4.255 0.560 13.0% 0.119 2.8% 9% False True 11,917
20 5.155 4.255 0.900 20.9% 0.118 2.7% 5% False True 9,934
40 5.880 4.255 1.625 37.8% 0.139 3.2% 3% False True 7,610
60 6.075 4.255 1.820 42.3% 0.153 3.5% 3% False True 6,162
80 6.075 4.255 1.820 42.3% 0.167 3.9% 3% False True 5,195
100 6.075 4.255 1.820 42.3% 0.162 3.8% 3% False True 4,461
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 0.027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.875
2.618 4.682
1.618 4.564
1.000 4.491
0.618 4.446
HIGH 4.373
0.618 4.328
0.500 4.314
0.382 4.300
LOW 4.255
0.618 4.182
1.000 4.137
1.618 4.064
2.618 3.946
4.250 3.754
Fisher Pivots for day following 22-Mar-2010
Pivot 1 day 3 day
R1 4.314 4.382
PP 4.311 4.356
S1 4.307 4.330

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

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