NYMEX Natural Gas Future March 2010

Trading Metrics calculated at close of trading on 12-Aug-2009

Day Change Summary
	Previous	Current
	11-Aug-2009	12-Aug-2009	Change	Change %	Previous Week
Open	5.717	5.595	-0.122	-2.1%	5.778
High	5.732	5.696	-0.036	-0.6%	6.106
Low	5.609	5.595	-0.014	-0.2%	5.665
Close	5.636	5.642	0.006	0.1%	5.672
Range	0.123	0.101	-0.022	-17.9%	0.441
ATR	0.164	0.159	-0.004	-2.7%	0.000
Volume	1,656	2,246	590	35.6%	19,625

Daily Pivots for day following 12-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.947	5.896	5.698
R3	5.846	5.795	5.670
R2	5.745	5.745	5.661
R1	5.694	5.694	5.651	5.720
PP	5.644	5.644	5.644	5.657
S1	5.593	5.593	5.633	5.619
S2	5.543	5.543	5.623
S3	5.442	5.492	5.614
S4	5.341	5.391	5.586

Weekly Pivots for week ending 07-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	7.137	6.846	5.915
R3	6.696	6.405	5.793
R2	6.255	6.255	5.753
R1	5.964	5.964	5.712	5.889
PP	5.814	5.814	5.814	5.777
S1	5.523	5.523	5.632	5.448
S2	5.373	5.373	5.591
S3	4.932	5.082	5.551
S4	4.491	4.641	5.429

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.948	5.595	0.353	6.3%	0.138	2.4%	13%	False	True	2,615
10	6.106	5.435	0.671	11.9%	0.158	2.8%	31%	False	False	2,999
20	6.106	5.290	0.816	14.5%	0.160	2.8%	43%	False	False	3,050
40	6.329	5.230	1.099	19.5%	0.141	2.5%	37%	False	False	2,450

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	True
4BNR	True
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0.019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.125
2.618	5.960
1.618	5.859
1.000	5.797
0.618	5.758
HIGH	5.696
0.618	5.657
0.500	5.646
0.382	5.634
LOW	5.595
0.618	5.533
1.000	5.494
1.618	5.432
2.618	5.331
4.250	5.166

Fisher Pivots for day following 12-Aug-2009
Pivot	1 day	3 day
R1	5.646	5.673
PP	5.644	5.663
S1	5.643	5.652

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