NYMEX Natural Gas Future June 2010


Trading Metrics calculated at close of trading on 29-Mar-2010
Day Change Summary
Previous Current
26-Mar-2010 29-Mar-2010 Change Change % Previous Week
Open 4.102 3.993 -0.109 -2.7% 4.244
High 4.115 4.104 -0.011 -0.3% 4.285
Low 4.001 3.984 -0.017 -0.4% 4.001
Close 4.007 4.001 -0.006 -0.1% 4.007
Range 0.114 0.120 0.006 5.3% 0.284
ATR 0.136 0.135 -0.001 -0.8% 0.000
Volume 20,030 20,524 494 2.5% 82,806
Daily Pivots for day following 29-Mar-2010
Classic Woodie Camarilla DeMark
R4 4.390 4.315 4.067
R3 4.270 4.195 4.034
R2 4.150 4.150 4.023
R1 4.075 4.075 4.012 4.113
PP 4.030 4.030 4.030 4.048
S1 3.955 3.955 3.990 3.993
S2 3.910 3.910 3.979
S3 3.790 3.835 3.968
S4 3.670 3.715 3.935
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 4.950 4.762 4.163
R3 4.666 4.478 4.085
R2 4.382 4.382 4.059
R1 4.194 4.194 4.033 4.146
PP 4.098 4.098 4.098 4.074
S1 3.910 3.910 3.981 3.862
S2 3.814 3.814 3.955
S3 3.530 3.626 3.929
S4 3.246 3.342 3.851
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.285 3.984 0.301 7.5% 0.117 2.9% 6% False True 16,546
10 4.562 3.984 0.578 14.4% 0.123 3.1% 3% False True 16,637
20 4.920 3.984 0.936 23.4% 0.120 3.0% 2% False True 15,942
40 5.738 3.984 1.754 43.8% 0.140 3.5% 1% False True 12,587
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 0.015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.614
2.618 4.418
1.618 4.298
1.000 4.224
0.618 4.178
HIGH 4.104
0.618 4.058
0.500 4.044
0.382 4.030
LOW 3.984
0.618 3.910
1.000 3.864
1.618 3.790
2.618 3.670
4.250 3.474
Fisher Pivots for day following 29-Mar-2010
Pivot 1 day 3 day
R1 4.044 4.105
PP 4.030 4.070
S1 4.015 4.036

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

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