NYMEX Natural Gas Future June 2010


Trading Metrics calculated at close of trading on 23-Mar-2010
Day Change Summary
Previous Current
22-Mar-2010 23-Mar-2010 Change Change % Previous Week
Open 4.244 4.285 0.041 1.0% 4.523
High 4.284 4.285 0.001 0.0% 4.592
Low 4.161 4.180 0.019 0.5% 4.186
Close 4.211 4.258 0.047 1.1% 4.296
Range 0.123 0.105 -0.018 -14.6% 0.406
ATR 0.142 0.139 -0.003 -1.9% 0.000
Volume 20,599 12,448 -8,151 -39.6% 75,013
Daily Pivots for day following 23-Mar-2010
Classic Woodie Camarilla DeMark
R4 4.556 4.512 4.316
R3 4.451 4.407 4.287
R2 4.346 4.346 4.277
R1 4.302 4.302 4.268 4.272
PP 4.241 4.241 4.241 4.226
S1 4.197 4.197 4.248 4.167
S2 4.136 4.136 4.239
S3 4.031 4.092 4.229
S4 3.926 3.987 4.200
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.576 5.342 4.519
R3 5.170 4.936 4.408
R2 4.764 4.764 4.370
R1 4.530 4.530 4.333 4.444
PP 4.358 4.358 4.358 4.315
S1 4.124 4.124 4.259 4.038
S2 3.952 3.952 4.222
S3 3.546 3.718 4.184
S4 3.140 3.312 4.073
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.511 4.161 0.350 8.2% 0.132 3.1% 28% False False 16,930
10 4.725 4.161 0.564 13.2% 0.125 2.9% 17% False False 16,672
20 5.067 4.161 0.906 21.3% 0.123 2.9% 11% False False 14,233
40 5.738 4.161 1.577 37.0% 0.146 3.4% 6% False False 11,393
Crabel Price Patterns
NR True
NR4 True
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 0.024
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.731
2.618 4.560
1.618 4.455
1.000 4.390
0.618 4.350
HIGH 4.285
0.618 4.245
0.500 4.233
0.382 4.220
LOW 4.180
0.618 4.115
1.000 4.075
1.618 4.010
2.618 3.905
4.250 3.734
Fisher Pivots for day following 23-Mar-2010
Pivot 1 day 3 day
R1 4.250 4.249
PP 4.241 4.240
S1 4.233 4.231

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

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