NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 18-Mar-2010
Day Change Summary
Previous Current
17-Mar-2010 18-Mar-2010 Change Change % Previous Week
Open 4.660 4.432 -0.228 -4.9% 4.856
High 4.667 4.601 -0.066 -1.4% 4.914
Low 4.624 4.409 -0.215 -4.6% 4.717
Close 4.640 4.432 -0.208 -4.5% 4.740
Range 0.043 0.192 0.149 346.5% 0.197
ATR 0.123 0.131 0.008 6.3% 0.000
Volume 3,188 2,833 -355 -11.1% 37,496
Daily Pivots for day following 18-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.057 4.936 4.538
R3 4.865 4.744 4.485
R2 4.673 4.673 4.467
R1 4.552 4.552 4.450 4.528
PP 4.481 4.481 4.481 4.469
S1 4.360 4.360 4.414 4.336
S2 4.289 4.289 4.397
S3 4.097 4.168 4.379
S4 3.905 3.976 4.326
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 4.800 4.409 0.391 8.8% 0.097 2.2% 6% False True 4,115
10 4.936 4.409 0.527 11.9% 0.104 2.3% 4% False True 5,402
20 5.419 4.409 1.010 22.8% 0.111 2.5% 2% False True 4,225
40 5.987 4.409 1.578 35.6% 0.128 2.9% 1% False True 3,296
60 6.160 4.409 1.751 39.5% 0.137 3.1% 1% False True 2,851
80 6.160 4.409 1.751 39.5% 0.147 3.3% 1% False True 2,652
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.031
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 5.417
2.618 5.104
1.618 4.912
1.000 4.793
0.618 4.720
HIGH 4.601
0.618 4.528
0.500 4.505
0.382 4.482
LOW 4.409
0.618 4.290
1.000 4.217
1.618 4.098
2.618 3.906
4.250 3.593
Fisher Pivots for day following 18-Mar-2010
Pivot 1 day 3 day
R1 4.505 4.581
PP 4.481 4.531
S1 4.456 4.482

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

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