NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 15-Mar-2010
Day Change Summary
Previous Current
12-Mar-2010 15-Mar-2010 Change Change % Previous Week
Open 4.686 4.600 -0.086 -1.8% 4.770
High 4.694 4.681 -0.013 -0.3% 4.815
Low 4.608 4.577 -0.031 -0.7% 4.608
Close 4.632 4.636 0.004 0.1% 4.632
Range 0.086 0.104 0.018 20.9% 0.207
ATR 0.142 0.139 -0.003 -1.9% 0.000
Volume 11,959 8,783 -3,176 -26.6% 69,102
Daily Pivots for day following 15-Mar-2010
Classic Woodie Camarilla DeMark
R4 4.943 4.894 4.693
R3 4.839 4.790 4.665
R2 4.735 4.735 4.655
R1 4.686 4.686 4.646 4.711
PP 4.631 4.631 4.631 4.644
S1 4.582 4.582 4.626 4.607
S2 4.527 4.527 4.617
S3 4.423 4.478 4.607
S4 4.319 4.374 4.579
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 4.577 0.238 5.1% 0.118 2.5% 25% False True 13,069
10 5.000 4.577 0.423 9.1% 0.113 2.4% 14% False True 11,606
20 5.703 4.577 1.126 24.3% 0.123 2.7% 5% False True 8,894
40 5.894 4.577 1.317 28.4% 0.144 3.1% 4% False True 6,743
60 6.075 4.577 1.498 32.3% 0.160 3.5% 4% False True 5,487
80 6.075 4.577 1.498 32.3% 0.170 3.7% 4% False True 4,609
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 0.026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.123
2.618 4.953
1.618 4.849
1.000 4.785
0.618 4.745
HIGH 4.681
0.618 4.641
0.500 4.629
0.382 4.617
LOW 4.577
0.618 4.513
1.000 4.473
1.618 4.409
2.618 4.305
4.250 4.135
Fisher Pivots for day following 15-Mar-2010
Pivot 1 day 3 day
R1 4.634 4.683
PP 4.631 4.667
S1 4.629 4.652

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

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