NYMEX Natural Gas Future March 2010

Trading Metrics calculated at close of trading on 29-Jul-2009

Day Change Summary
	Previous	Current
	28-Jul-2009	29-Jul-2009	Change	Change %	Previous Week
Open	5.600	5.510	-0.090	-1.6%	5.571
High	5.611	5.537	-0.074	-1.3%	5.730
Low	5.488	5.372	-0.116	-2.1%	5.466
Close	5.552	5.444	-0.108	-1.9%	5.653
Range	0.123	0.165	0.042	34.1%	0.264
ATR	0.153	0.155	0.002	1.3%	0.000
Volume	1,338	2,461	1,123	83.9%	18,429

Daily Pivots for day following 29-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.946	5.860	5.535
R3	5.781	5.695	5.489
R2	5.616	5.616	5.474
R1	5.530	5.530	5.459	5.491
PP	5.451	5.451	5.451	5.431
S1	5.365	5.365	5.429	5.326
S2	5.286	5.286	5.414
S3	5.121	5.200	5.399
S4	4.956	5.035	5.353

Weekly Pivots for week ending 24-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.408	6.295	5.798
R3	6.144	6.031	5.726
R2	5.880	5.880	5.701
R1	5.767	5.767	5.677	5.824
PP	5.616	5.616	5.616	5.645
S1	5.503	5.503	5.629	5.560
S2	5.352	5.352	5.605
S3	5.088	5.239	5.580
S4	4.824	4.975	5.508

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.728	5.372	0.356	6.5%	0.143	2.6%	20%	False	True	2,894
10	5.730	5.290	0.440	8.1%	0.161	3.0%	35%	False	False	3,101
20	5.820	5.230	0.590	10.8%	0.141	2.6%	36%	False	False	2,704
40	6.410	5.230	1.180	21.7%	0.148	2.7%	18%	False	False	2,318

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	6.238
2.618	5.969
1.618	5.804
1.000	5.702
0.618	5.639
HIGH	5.537
0.618	5.474
0.500	5.455
0.382	5.435
LOW	5.372
0.618	5.270
1.000	5.207
1.618	5.105
2.618	4.940
4.250	4.671

Fisher Pivots for day following 29-Jul-2009
Pivot	1 day	3 day
R1	5.455	5.506
PP	5.451	5.485
S1	5.448	5.465

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols