NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 29-Mar-2010
Day Change Summary
Previous Current
26-Mar-2010 29-Mar-2010 Change Change % Previous Week
Open 5.190 5.102 -0.088 -1.7% 5.414
High 5.195 5.180 -0.015 -0.3% 5.435
Low 5.102 5.081 -0.021 -0.4% 5.102
Close 5.096 5.104 0.008 0.2% 5.096
Range 0.093 0.099 0.006 6.5% 0.333
ATR 0.112 0.111 -0.001 -0.8% 0.000
Volume 3,302 2,389 -913 -27.6% 14,913
Daily Pivots for day following 29-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.419 5.360 5.158
R3 5.320 5.261 5.131
R2 5.221 5.221 5.122
R1 5.162 5.162 5.113 5.192
PP 5.122 5.122 5.122 5.136
S1 5.063 5.063 5.095 5.093
S2 5.023 5.023 5.086
S3 4.924 4.964 5.077
S4 4.825 4.865 5.050
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 6.210 5.986 5.279
R3 5.877 5.653 5.188
R2 5.544 5.544 5.157
R1 5.320 5.320 5.127 5.266
PP 5.211 5.211 5.211 5.184
S1 4.987 4.987 5.065 4.933
S2 4.878 4.878 5.035
S3 4.545 4.654 5.004
S4 4.212 4.321 4.913
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.398 5.081 0.317 6.2% 0.094 1.8% 7% False True 2,783
10 5.561 5.081 0.480 9.4% 0.102 2.0% 5% False True 2,570
20 5.846 5.081 0.765 15.0% 0.100 1.9% 3% False True 2,593
40 6.573 5.081 1.492 29.2% 0.112 2.2% 2% False True 2,209
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.601
2.618 5.439
1.618 5.340
1.000 5.279
0.618 5.241
HIGH 5.180
0.618 5.142
0.500 5.131
0.382 5.119
LOW 5.081
0.618 5.020
1.000 4.982
1.618 4.921
2.618 4.822
4.250 4.660
Fisher Pivots for day following 29-Mar-2010
Pivot 1 day 3 day
R1 5.131 5.179
PP 5.122 5.154
S1 5.113 5.129

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

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