NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 19-Jun-2009
Day Change Summary
Previous Current
18-Jun-2009 19-Jun-2009 Change Change % Previous Week
Open 6.329 6.220 -0.109 -1.7% 6.126
High 6.329 6.229 -0.100 -1.6% 6.410
Low 6.135 6.055 -0.080 -1.3% 6.055
Close 6.197 6.069 -0.128 -2.1% 6.069
Range 0.194 0.174 -0.020 -10.3% 0.355
ATR
Volume 1,487 1,880 393 26.4% 10,809
Daily Pivots for day following 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 6.640 6.528 6.165
R3 6.466 6.354 6.117
R2 6.292 6.292 6.101
R1 6.180 6.180 6.085 6.149
PP 6.118 6.118 6.118 6.102
S1 6.006 6.006 6.053 5.975
S2 5.944 5.944 6.037
S3 5.770 5.832 6.021
S4 5.596 5.658 5.973
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 7.243 7.011 6.264
R3 6.888 6.656 6.167
R2 6.533 6.533 6.134
R1 6.301 6.301 6.102 6.240
PP 6.178 6.178 6.178 6.147
S1 5.946 5.946 6.036 5.885
S2 5.823 5.823 6.004
S3 5.468 5.591 5.971
S4 5.113 5.236 5.874
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.410 6.055 0.355 5.8% 0.191 3.2% 4% False True 2,161
10 6.410 5.999 0.411 6.8% 0.170 2.8% 17% False False 2,039
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.969
2.618 6.685
1.618 6.511
1.000 6.403
0.618 6.337
HIGH 6.229
0.618 6.163
0.500 6.142
0.382 6.121
LOW 6.055
0.618 5.947
1.000 5.881
1.618 5.773
2.618 5.599
4.250 5.316
Fisher Pivots for day following 19-Jun-2009
Pivot 1 day 3 day
R1 6.142 6.192
PP 6.118 6.151
S1 6.093 6.110

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

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