NYMEX Natural Gas Future March 2010

Trading Metrics calculated at close of trading on 06-Aug-2009

Day Change Summary
	Previous	Current
	05-Aug-2009	06-Aug-2009	Change	Change %	Previous Week
Open	5.888	5.946	0.058	1.0%	5.567
High	5.979	5.948	-0.031	-0.5%	5.662
Low	5.882	5.710	-0.172	-2.9%	5.372
Close	5.955	5.716	-0.239	-4.0%	5.631
Range	0.097	0.238	0.141	145.4%	0.290
ATR	0.170	0.175	0.005	3.1%	0.000
Volume	4,235	3,599	-636	-15.0%	10,741

Daily Pivots for day following 06-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.505	6.349	5.847
R3	6.267	6.111	5.781
R2	6.029	6.029	5.760
R1	5.873	5.873	5.738	5.832
PP	5.791	5.791	5.791	5.771
S1	5.635	5.635	5.694	5.594
S2	5.553	5.553	5.672
S3	5.315	5.397	5.651
S4	5.077	5.159	5.585

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	5.541	0.565	9.9%	0.181	3.2%	31%	False	False	3,667
10	6.106	5.372	0.734	12.8%	0.163	2.8%	47%	False	False	3,093
20	6.106	5.230	0.876	15.3%	0.160	2.8%	55%	False	False	2,963
40	6.410	5.230	1.180	20.6%	0.147	2.6%	41%	False	False	2,458

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	0.014
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6.960
2.618	6.571
1.618	6.333
1.000	6.186
0.618	6.095
HIGH	5.948
0.618	5.857
0.500	5.829
0.382	5.801
LOW	5.710
0.618	5.563
1.000	5.472
1.618	5.325
2.618	5.087
4.250	4.699

Fisher Pivots for day following 06-Aug-2009
Pivot	1 day	3 day
R1	5.829	5.845
PP	5.791	5.802
S1	5.754	5.759

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