NYMEX Natural Gas Future August 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 4.655 4.641 -0.014 -0.3% 4.819
High 4.715 4.643 -0.072 -1.5% 4.875
Low 4.635 4.590 -0.045 -1.0% 4.684
Close 4.655 4.603 -0.052 -1.1% 4.702
Range 0.080 0.053 -0.027 -33.8% 0.191
ATR 0.127 0.122 -0.004 -3.5% 0.000
Volume 3,424 3,445 21 0.6% 36,745
Daily Pivots for day following 17-Mar-2010
Classic Woodie Camarilla DeMark
R4 4.771 4.740 4.632
R3 4.718 4.687 4.618
R2 4.665 4.665 4.613
R1 4.634 4.634 4.608 4.623
PP 4.612 4.612 4.612 4.607
S1 4.581 4.581 4.598 4.570
S2 4.559 4.559 4.593
S3 4.506 4.528 4.588
S4 4.453 4.475 4.574
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.327 5.205 4.807
R3 5.136 5.014 4.755
R2 4.945 4.945 4.737
R1 4.823 4.823 4.720 4.789
PP 4.754 4.754 4.754 4.736
S1 4.632 4.632 4.684 4.598
S2 4.563 4.563 4.667
S3 4.372 4.441 4.649
S4 4.181 4.250 4.597
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.827 4.590 0.237 5.1% 0.082 1.8% 5% False True 6,645
10 5.050 4.590 0.460 10.0% 0.104 2.3% 3% False True 5,878
20 5.580 4.590 0.990 21.5% 0.103 2.2% 1% False True 4,829
40 5.951 4.590 1.361 29.6% 0.122 2.6% 1% False True 3,753
60 6.111 4.590 1.521 33.0% 0.138 3.0% 1% False True 3,451
80 6.111 4.590 1.521 33.0% 0.152 3.3% 1% False True 3,169
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 0.015
Narrowest range in 81 trading days
Fibonacci Retracements and Extensions
4.250 4.868
2.618 4.782
1.618 4.729
1.000 4.696
0.618 4.676
HIGH 4.643
0.618 4.623
0.500 4.617
0.382 4.610
LOW 4.590
0.618 4.557
1.000 4.537
1.618 4.504
2.618 4.451
4.250 4.365
Fisher Pivots for day following 17-Mar-2010
Pivot 1 day 3 day
R1 4.617 4.670
PP 4.612 4.648
S1 4.608 4.625

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

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