NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 31-Mar-2010
Day Change Summary
Previous Current
30-Mar-2010 31-Mar-2010 Change Change % Previous Week
Open 5.104 5.230 0.126 2.5% 5.414
High 5.213 5.302 0.089 1.7% 5.435
Low 5.068 5.171 0.103 2.0% 5.102
Close 5.203 5.190 -0.013 -0.2% 5.096
Range 0.145 0.131 -0.014 -9.7% 0.333
ATR 0.113 0.115 0.001 1.1% 0.000
Volume 3,919 2,705 -1,214 -31.0% 14,913
Daily Pivots for day following 31-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.614 5.533 5.262
R3 5.483 5.402 5.226
R2 5.352 5.352 5.214
R1 5.271 5.271 5.202 5.246
PP 5.221 5.221 5.221 5.209
S1 5.140 5.140 5.178 5.115
S2 5.090 5.090 5.166
S3 4.959 5.009 5.154
S4 4.828 4.878 5.118
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 5.302 5.068 0.234 4.5% 0.117 2.2% 52% True False 2,892
10 5.470 5.068 0.402 7.7% 0.113 2.2% 30% False False 2,911
20 5.831 5.068 0.763 14.7% 0.106 2.1% 16% False False 2,659
40 6.573 5.068 1.505 29.0% 0.114 2.2% 8% False False 2,277
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 True
Stretch 0.025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.859
2.618 5.645
1.618 5.514
1.000 5.433
0.618 5.383
HIGH 5.302
0.618 5.252
0.500 5.237
0.382 5.221
LOW 5.171
0.618 5.090
1.000 5.040
1.618 4.959
2.618 4.828
4.250 4.614
Fisher Pivots for day following 31-Mar-2010
Pivot 1 day 3 day
R1 5.237 5.188
PP 5.221 5.187
S1 5.206 5.185

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

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