NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 24-Mar-2010
Day Change Summary
Previous Current
23-Mar-2010 24-Mar-2010 Change Change % Previous Week
Open 4.318 4.338 0.020 0.5% 4.600
High 4.374 4.343 -0.031 -0.7% 4.681
Low 4.270 4.270 0.000 0.0% 4.282
Close 4.352 4.313 -0.039 -0.9% 4.387
Range 0.104 0.073 -0.031 -29.8% 0.399
ATR 0.134 0.130 -0.004 -2.8% 0.000
Volume 10,164 11,678 1,514 14.9% 50,830
Daily Pivots for day following 24-Mar-2010
Classic Woodie Camarilla DeMark
R4 4.528 4.493 4.353
R3 4.455 4.420 4.333
R2 4.382 4.382 4.326
R1 4.347 4.347 4.320 4.328
PP 4.309 4.309 4.309 4.299
S1 4.274 4.274 4.306 4.255
S2 4.236 4.236 4.300
S3 4.163 4.201 4.293
S4 4.090 4.128 4.273
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 4.509 4.255 0.254 5.9% 0.124 2.9% 23% False False 11,734
10 4.789 4.255 0.534 12.4% 0.111 2.6% 11% False False 11,860
20 5.085 4.255 0.830 19.2% 0.115 2.7% 7% False False 10,410
40 5.810 4.255 1.555 36.1% 0.136 3.2% 4% False False 8,028
60 6.075 4.255 1.820 42.2% 0.149 3.5% 3% False False 6,449
80 6.075 4.255 1.820 42.2% 0.163 3.8% 3% False False 5,431
100 6.075 4.255 1.820 42.2% 0.162 3.7% 3% False False 4,658
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 4.653
2.618 4.534
1.618 4.461
1.000 4.416
0.618 4.388
HIGH 4.343
0.618 4.315
0.500 4.307
0.382 4.298
LOW 4.270
0.618 4.225
1.000 4.197
1.618 4.152
2.618 4.079
4.250 3.960
Fisher Pivots for day following 24-Mar-2010
Pivot 1 day 3 day
R1 4.311 4.315
PP 4.309 4.314
S1 4.307 4.314

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

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