NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 19-Mar-2010
Day Change Summary
Previous Current
18-Mar-2010 19-Mar-2010 Change Change % Previous Week
Open 4.432 4.440 0.008 0.2% 4.700
High 4.601 4.504 -0.097 -2.1% 4.779
Low 4.409 4.394 -0.015 -0.3% 4.394
Close 4.432 4.501 0.069 1.6% 4.501
Range 0.192 0.110 -0.082 -42.7% 0.385
ATR 0.131 0.129 -0.001 -1.1% 0.000
Volume 2,833 7,649 4,816 170.0% 19,233
Daily Pivots for day following 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 4.796 4.759 4.562
R3 4.686 4.649 4.531
R2 4.576 4.576 4.521
R1 4.539 4.539 4.511 4.558
PP 4.466 4.466 4.466 4.476
S1 4.429 4.429 4.491 4.448
S2 4.356 4.356 4.481
S3 4.246 4.319 4.471
S4 4.136 4.209 4.441
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.713 5.492 4.713
R3 5.328 5.107 4.607
R2 4.943 4.943 4.572
R1 4.722 4.722 4.536 4.640
PP 4.558 4.558 4.558 4.517
S1 4.337 4.337 4.466 4.255
S2 4.173 4.173 4.430
S3 3.788 3.952 4.395
S4 3.403 3.567 4.289
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.779 4.394 0.385 8.6% 0.102 2.3% 28% False True 3,846
10 4.914 4.394 0.520 11.6% 0.110 2.5% 21% False True 5,672
20 5.300 4.394 0.906 20.1% 0.111 2.5% 12% False True 4,469
40 5.987 4.394 1.593 35.4% 0.128 2.8% 7% False True 3,413
60 6.160 4.394 1.766 39.2% 0.138 3.1% 6% False True 2,888
80 6.160 4.394 1.766 39.2% 0.146 3.2% 6% False True 2,735
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.033
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.972
2.618 4.792
1.618 4.682
1.000 4.614
0.618 4.572
HIGH 4.504
0.618 4.462
0.500 4.449
0.382 4.436
LOW 4.394
0.618 4.326
1.000 4.284
1.618 4.216
2.618 4.106
4.250 3.927
Fisher Pivots for day following 19-Mar-2010
Pivot 1 day 3 day
R1 4.484 4.531
PP 4.466 4.521
S1 4.449 4.511

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

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