NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 12-Mar-2010
Day Change Summary
Previous Current
11-Mar-2010 12-Mar-2010 Change Change % Previous Week
Open 4.850 4.783 -0.067 -1.4% 4.856
High 4.890 4.800 -0.090 -1.8% 4.914
Low 4.750 4.717 -0.033 -0.7% 4.717
Close 4.778 4.740 -0.038 -0.8% 4.740
Range 0.140 0.083 -0.057 -40.7% 0.197
ATR 0.138 0.134 -0.004 -2.9% 0.000
Volume 12,405 8,994 -3,411 -27.5% 37,496
Daily Pivots for day following 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.001 4.954 4.786
R3 4.918 4.871 4.763
R2 4.835 4.835 4.755
R1 4.788 4.788 4.748 4.770
PP 4.752 4.752 4.752 4.744
S1 4.705 4.705 4.732 4.687
S2 4.669 4.669 4.725
S3 4.586 4.622 4.717
S4 4.503 4.539 4.694
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.381 5.258 4.848
R3 5.184 5.061 4.794
R2 4.987 4.987 4.776
R1 4.864 4.864 4.758 4.827
PP 4.790 4.790 4.790 4.772
S1 4.667 4.667 4.722 4.630
S2 4.593 4.593 4.704
S3 4.396 4.470 4.686
S4 4.199 4.273 4.632
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.914 4.717 0.197 4.2% 0.118 2.5% 12% False True 7,499
10 5.167 4.717 0.450 9.5% 0.117 2.5% 5% False True 5,377
20 5.789 4.717 1.072 22.6% 0.125 2.6% 2% False True 4,213
40 5.990 4.717 1.273 26.9% 0.132 2.8% 2% False True 3,163
60 6.160 4.717 1.443 30.4% 0.140 3.0% 2% False True 2,816
80 6.160 4.717 1.443 30.4% 0.150 3.2% 2% False True 2,566
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.031
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.153
2.618 5.017
1.618 4.934
1.000 4.883
0.618 4.851
HIGH 4.800
0.618 4.768
0.500 4.759
0.382 4.749
LOW 4.717
0.618 4.666
1.000 4.634
1.618 4.583
2.618 4.500
4.250 4.364
Fisher Pivots for day following 12-Mar-2010
Pivot 1 day 3 day
R1 4.759 4.814
PP 4.752 4.789
S1 4.746 4.765

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

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