NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 16-Mar-2010
Day Change Summary
Previous Current
15-Mar-2010 16-Mar-2010 Change Change % Previous Week
Open 4.700 4.693 -0.007 -0.1% 4.856
High 4.779 4.753 -0.026 -0.5% 4.914
Low 4.690 4.675 -0.015 -0.3% 4.717
Close 4.741 4.693 -0.048 -1.0% 4.740
Range 0.089 0.078 -0.011 -12.4% 0.197
ATR 0.131 0.127 -0.004 -2.9% 0.000
Volume 2,688 2,875 187 7.0% 37,496
Daily Pivots for day following 16-Mar-2010
Classic Woodie Camarilla DeMark
R4 4.941 4.895 4.736
R3 4.863 4.817 4.714
R2 4.785 4.785 4.707
R1 4.739 4.739 4.700 4.732
PP 4.707 4.707 4.707 4.704
S1 4.661 4.661 4.686 4.654
S2 4.629 4.629 4.679
S3 4.551 4.583 4.672
S4 4.473 4.505 4.650
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 4.910 4.675 0.235 5.0% 0.107 2.3% 8% False True 6,697
10 5.096 4.675 0.421 9.0% 0.110 2.3% 4% False True 5,478
20 5.656 4.675 0.981 20.9% 0.113 2.4% 2% False True 4,205
40 5.987 4.675 1.312 28.0% 0.128 2.7% 1% False True 3,221
60 6.160 4.675 1.485 31.6% 0.139 3.0% 1% False True 2,855
80 6.160 4.675 1.485 31.6% 0.148 3.1% 1% False True 2,603
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.030
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5.085
2.618 4.957
1.618 4.879
1.000 4.831
0.618 4.801
HIGH 4.753
0.618 4.723
0.500 4.714
0.382 4.705
LOW 4.675
0.618 4.627
1.000 4.597
1.618 4.549
2.618 4.471
4.250 4.344
Fisher Pivots for day following 16-Mar-2010
Pivot 1 day 3 day
R1 4.714 4.738
PP 4.707 4.723
S1 4.700 4.708

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

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