NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 17-Mar-2010
Day Change Summary
Previous Current
16-Mar-2010 17-Mar-2010 Change Change % Previous Week
Open 4.693 4.660 -0.033 -0.7% 4.856
High 4.753 4.667 -0.086 -1.8% 4.914
Low 4.675 4.624 -0.051 -1.1% 4.717
Close 4.693 4.640 -0.053 -1.1% 4.740
Range 0.078 0.043 -0.035 -44.9% 0.197
ATR 0.127 0.123 -0.004 -3.3% 0.000
Volume 2,875 3,188 313 10.9% 37,496
Daily Pivots for day following 17-Mar-2010
Classic Woodie Camarilla DeMark
R4 4.773 4.749 4.664
R3 4.730 4.706 4.652
R2 4.687 4.687 4.648
R1 4.663 4.663 4.644 4.654
PP 4.644 4.644 4.644 4.639
S1 4.620 4.620 4.636 4.611
S2 4.601 4.601 4.632
S3 4.558 4.577 4.628
S4 4.515 4.534 4.616
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 4.890 4.624 0.266 5.7% 0.087 1.9% 6% False True 6,030
10 5.081 4.624 0.457 9.8% 0.105 2.3% 4% False True 5,479
20 5.613 4.624 0.989 21.3% 0.111 2.4% 2% False True 4,212
40 5.987 4.624 1.363 29.4% 0.124 2.7% 1% False True 3,263
60 6.160 4.624 1.536 33.1% 0.136 2.9% 1% False True 2,868
80 6.160 4.624 1.536 33.1% 0.146 3.2% 1% False True 2,630
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.031
Narrowest range in 96 trading days
Fibonacci Retracements and Extensions
4.250 4.850
2.618 4.780
1.618 4.737
1.000 4.710
0.618 4.694
HIGH 4.667
0.618 4.651
0.500 4.646
0.382 4.640
LOW 4.624
0.618 4.597
1.000 4.581
1.618 4.554
2.618 4.511
4.250 4.441
Fisher Pivots for day following 17-Mar-2010
Pivot 1 day 3 day
R1 4.646 4.702
PP 4.644 4.681
S1 4.642 4.661

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

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