NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 11-Mar-2010
Day Change Summary
Previous Current
10-Mar-2010 11-Mar-2010 Change Change % Previous Week
Open 4.838 4.850 0.012 0.2% 5.016
High 4.910 4.890 -0.020 -0.4% 5.167
Low 4.767 4.750 -0.017 -0.4% 4.879
Close 4.886 4.778 -0.108 -2.2% 4.923
Range 0.143 0.140 -0.003 -2.1% 0.288
ATR 0.138 0.138 0.000 0.1% 0.000
Volume 6,527 12,405 5,878 90.1% 16,283
Daily Pivots for day following 11-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.226 5.142 4.855
R3 5.086 5.002 4.817
R2 4.946 4.946 4.804
R1 4.862 4.862 4.791 4.834
PP 4.806 4.806 4.806 4.792
S1 4.722 4.722 4.765 4.694
S2 4.666 4.666 4.752
S3 4.526 4.582 4.740
S4 4.386 4.442 4.701
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.854 5.676 5.081
R3 5.566 5.388 5.002
R2 5.278 5.278 4.976
R1 5.100 5.100 4.949 5.045
PP 4.990 4.990 4.990 4.962
S1 4.812 4.812 4.897 4.757
S2 4.702 4.702 4.870
S3 4.414 4.524 4.844
S4 4.126 4.236 4.765
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.936 4.750 0.186 3.9% 0.111 2.3% 15% False True 6,689
10 5.170 4.750 0.420 8.8% 0.115 2.4% 7% False True 4,802
20 5.789 4.750 1.039 21.7% 0.125 2.6% 3% False True 3,907
40 5.990 4.750 1.240 26.0% 0.137 2.9% 2% False True 2,971
60 6.160 4.750 1.410 29.5% 0.142 3.0% 2% False True 2,688
80 6.160 4.750 1.410 29.5% 0.150 3.1% 2% False True 2,472
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.033
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.485
2.618 5.257
1.618 5.117
1.000 5.030
0.618 4.977
HIGH 4.890
0.618 4.837
0.500 4.820
0.382 4.803
LOW 4.750
0.618 4.663
1.000 4.610
1.618 4.523
2.618 4.383
4.250 4.155
Fisher Pivots for day following 11-Mar-2010
Pivot 1 day 3 day
R1 4.820 4.832
PP 4.806 4.814
S1 4.792 4.796

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

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