NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 12-Mar-2010
Day Change Summary
Previous Current
11-Mar-2010 12-Mar-2010 Change Change % Previous Week
Open 4.786 4.686 -0.100 -2.1% 4.770
High 4.789 4.694 -0.095 -2.0% 4.815
Low 4.656 4.608 -0.048 -1.0% 4.608
Close 4.672 4.632 -0.040 -0.9% 4.632
Range 0.133 0.086 -0.047 -35.3% 0.207
ATR 0.146 0.142 -0.004 -2.9% 0.000
Volume 22,191 11,959 -10,232 -46.1% 69,102
Daily Pivots for day following 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 4.903 4.853 4.679
R3 4.817 4.767 4.656
R2 4.731 4.731 4.648
R1 4.681 4.681 4.640 4.663
PP 4.645 4.645 4.645 4.636
S1 4.595 4.595 4.624 4.577
S2 4.559 4.559 4.616
S3 4.473 4.509 4.608
S4 4.387 4.423 4.585
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.306 5.176 4.746
R3 5.099 4.969 4.689
R2 4.892 4.892 4.670
R1 4.762 4.762 4.651 4.724
PP 4.685 4.685 4.685 4.666
S1 4.555 4.555 4.613 4.517
S2 4.478 4.478 4.594
S3 4.271 4.348 4.575
S4 4.064 4.141 4.518
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.815 4.608 0.207 4.5% 0.116 2.5% 12% False True 13,820
10 5.085 4.608 0.477 10.3% 0.121 2.6% 5% False True 11,362
20 5.703 4.608 1.095 23.6% 0.130 2.8% 2% False True 8,722
40 5.900 4.608 1.292 27.9% 0.147 3.2% 2% False True 6,689
60 6.075 4.608 1.467 31.7% 0.160 3.5% 2% False True 5,397
80 6.075 4.608 1.467 31.7% 0.171 3.7% 2% False True 4,515
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 5.060
2.618 4.919
1.618 4.833
1.000 4.780
0.618 4.747
HIGH 4.694
0.618 4.661
0.500 4.651
0.382 4.641
LOW 4.608
0.618 4.555
1.000 4.522
1.618 4.469
2.618 4.383
4.250 4.243
Fisher Pivots for day following 12-Mar-2010
Pivot 1 day 3 day
R1 4.651 4.712
PP 4.645 4.685
S1 4.638 4.659

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

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