NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 03-Aug-2009
Day Change Summary
Previous Current
31-Jul-2009 03-Aug-2009 Change Change % Previous Week
Open 5.590 5.778 0.188 3.4% 5.567
High 5.650 6.106 0.456 8.1% 5.662
Low 5.541 5.778 0.237 4.3% 5.372
Close 5.631 5.911 0.280 5.0% 5.631
Range 0.109 0.328 0.219 200.9% 0.290
ATR 0.156 0.179 0.023 14.6% 0.000
Volume 3,085 2,689 -396 -12.8% 10,741
Daily Pivots for day following 03-Aug-2009
Classic Woodie Camarilla DeMark
R4 6.916 6.741 6.091
R3 6.588 6.413 6.001
R2 6.260 6.260 5.971
R1 6.085 6.085 5.941 6.173
PP 5.932 5.932 5.932 5.975
S1 5.757 5.757 5.881 5.845
S2 5.604 5.604 5.851
S3 5.276 5.429 5.821
S4 4.948 5.101 5.731
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.425 6.318 5.791
R3 6.135 6.028 5.711
R2 5.845 5.845 5.684
R1 5.738 5.738 5.658 5.792
PP 5.555 5.555 5.555 5.582
S1 5.448 5.448 5.604 5.502
S2 5.265 5.265 5.578
S3 4.975 5.158 5.551
S4 4.685 4.868 5.472
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.106 5.372 0.734 12.4% 0.190 3.2% 73% True False 2,351
10 6.106 5.372 0.734 12.4% 0.168 2.8% 73% True False 2,728
20 6.106 5.230 0.876 14.8% 0.151 2.6% 78% True False 2,768
40 6.410 5.230 1.180 20.0% 0.149 2.5% 58% False False 2,267
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 44 trading days
Fibonacci Retracements and Extensions
4.250 7.500
2.618 6.965
1.618 6.637
1.000 6.434
0.618 6.309
HIGH 6.106
0.618 5.981
0.500 5.942
0.382 5.903
LOW 5.778
0.618 5.575
1.000 5.450
1.618 5.247
2.618 4.919
4.250 4.384
Fisher Pivots for day following 03-Aug-2009
Pivot 1 day 3 day
R1 5.942 5.864
PP 5.932 5.817
S1 5.921 5.771

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

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