NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 26-Mar-2010
Day Change Summary
Previous Current
25-Mar-2010 26-Mar-2010 Change Change % Previous Week
Open 4.310 4.185 -0.125 -2.9% 4.304
High 4.313 4.199 -0.114 -2.6% 4.374
Low 4.154 4.098 -0.056 -1.3% 4.098
Close 4.196 4.104 -0.092 -2.2% 4.104
Range 0.159 0.101 -0.058 -36.5% 0.276
ATR 0.132 0.130 -0.002 -1.7% 0.000
Volume 8,932 14,379 5,447 61.0% 56,935
Daily Pivots for day following 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 4.437 4.371 4.160
R3 4.336 4.270 4.132
R2 4.235 4.235 4.123
R1 4.169 4.169 4.113 4.152
PP 4.134 4.134 4.134 4.125
S1 4.068 4.068 4.095 4.051
S2 4.033 4.033 4.085
S3 3.932 3.967 4.076
S4 3.831 3.866 4.048
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.020 4.838 4.256
R3 4.744 4.562 4.180
R2 4.468 4.468 4.155
R1 4.286 4.286 4.129 4.239
PP 4.192 4.192 4.192 4.169
S1 4.010 4.010 4.079 3.963
S2 3.916 3.916 4.053
S3 3.640 3.734 4.028
S4 3.364 3.458 3.952
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.374 4.098 0.276 6.7% 0.111 2.7% 2% False True 11,387
10 4.681 4.098 0.583 14.2% 0.115 2.8% 1% False True 10,776
20 5.085 4.098 0.987 24.0% 0.118 2.9% 1% False True 11,069
40 5.810 4.098 1.712 41.7% 0.133 3.3% 0% False True 8,434
60 6.050 4.098 1.952 47.6% 0.150 3.6% 0% False True 6,775
80 6.075 4.098 1.977 48.2% 0.160 3.9% 0% False True 5,685
100 6.075 4.098 1.977 48.2% 0.160 3.9% 0% False True 4,843
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 0.025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.628
2.618 4.463
1.618 4.362
1.000 4.300
0.618 4.261
HIGH 4.199
0.618 4.160
0.500 4.149
0.382 4.137
LOW 4.098
0.618 4.036
1.000 3.997
1.618 3.935
2.618 3.834
4.250 3.669
Fisher Pivots for day following 26-Mar-2010
Pivot 1 day 3 day
R1 4.149 4.221
PP 4.134 4.182
S1 4.119 4.143

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

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