NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 23-Mar-2010
Day Change Summary
Previous Current
22-Mar-2010 23-Mar-2010 Change Change % Previous Week
Open 4.417 4.448 0.031 0.7% 4.700
High 4.485 4.476 -0.009 -0.2% 4.779
Low 4.378 4.380 0.002 0.0% 4.394
Close 4.417 4.459 0.042 1.0% 4.501
Range 0.107 0.096 -0.011 -10.3% 0.385
ATR 0.129 0.126 -0.002 -1.8% 0.000
Volume 4,599 4,501 -98 -2.1% 19,233
Daily Pivots for day following 23-Mar-2010
Classic Woodie Camarilla DeMark
R4 4.726 4.689 4.512
R3 4.630 4.593 4.485
R2 4.534 4.534 4.477
R1 4.497 4.497 4.468 4.516
PP 4.438 4.438 4.438 4.448
S1 4.401 4.401 4.450 4.420
S2 4.342 4.342 4.441
S3 4.246 4.305 4.433
S4 4.150 4.209 4.406
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 4.667 4.378 0.289 6.5% 0.110 2.5% 28% False False 4,554
10 4.910 4.378 0.532 11.9% 0.108 2.4% 15% False False 5,625
20 5.229 4.378 0.851 19.1% 0.108 2.4% 10% False False 4,511
40 5.884 4.378 1.506 33.8% 0.128 2.9% 5% False False 3,563
60 6.160 4.378 1.782 40.0% 0.135 3.0% 5% False False 2,974
80 6.160 4.378 1.782 40.0% 0.145 3.3% 5% False False 2,828
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.884
2.618 4.727
1.618 4.631
1.000 4.572
0.618 4.535
HIGH 4.476
0.618 4.439
0.500 4.428
0.382 4.417
LOW 4.380
0.618 4.321
1.000 4.284
1.618 4.225
2.618 4.129
4.250 3.972
Fisher Pivots for day following 23-Mar-2010
Pivot 1 day 3 day
R1 4.449 4.453
PP 4.438 4.447
S1 4.428 4.441

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

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