NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 19-Mar-2010
Day Change Summary
Previous Current
18-Mar-2010 19-Mar-2010 Change Change % Previous Week
Open 4.321 4.321 0.000 0.0% 4.600
High 4.509 4.387 -0.122 -2.7% 4.681
Low 4.289 4.282 -0.007 -0.2% 4.282
Close 4.321 4.387 0.066 1.5% 4.387
Range 0.220 0.105 -0.115 -52.3% 0.399
ATR 0.139 0.137 -0.002 -1.7% 0.000
Volume 8,650 16,396 7,746 89.5% 50,830
Daily Pivots for day following 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 4.667 4.632 4.445
R3 4.562 4.527 4.416
R2 4.457 4.457 4.406
R1 4.422 4.422 4.397 4.440
PP 4.352 4.352 4.352 4.361
S1 4.317 4.317 4.377 4.335
S2 4.247 4.247 4.368
S3 4.142 4.212 4.358
S4 4.037 4.107 4.329
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.647 5.416 4.606
R3 5.248 5.017 4.497
R2 4.849 4.849 4.460
R1 4.618 4.618 4.424 4.534
PP 4.450 4.450 4.450 4.408
S1 4.219 4.219 4.350 4.135
S2 4.051 4.051 4.314
S3 3.652 3.820 4.277
S4 3.253 3.421 4.168
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.681 4.282 0.399 9.1% 0.118 2.7% 26% False True 10,166
10 4.815 4.282 0.533 12.1% 0.117 2.7% 20% False True 11,993
20 5.216 4.282 0.934 21.3% 0.119 2.7% 11% False True 9,692
40 5.894 4.282 1.612 36.7% 0.140 3.2% 7% False True 7,373
60 6.075 4.282 1.793 40.9% 0.154 3.5% 6% False True 6,009
80 6.075 4.282 1.793 40.9% 0.167 3.8% 6% False True 5,073
100 6.075 4.282 1.793 40.9% 0.162 3.7% 6% False True 4,357
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.833
2.618 4.662
1.618 4.557
1.000 4.492
0.618 4.452
HIGH 4.387
0.618 4.347
0.500 4.335
0.382 4.322
LOW 4.282
0.618 4.217
1.000 4.177
1.618 4.112
2.618 4.007
4.250 3.836
Fisher Pivots for day following 19-Mar-2010
Pivot 1 day 3 day
R1 4.370 4.439
PP 4.352 4.421
S1 4.335 4.404

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

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