NYMEX Natural Gas Future June 2010


Trading Metrics calculated at close of trading on 11-Mar-2010
Day Change Summary
Previous Current
10-Mar-2010 11-Mar-2010 Change Change % Previous Week
Open 4.631 4.579 -0.052 -1.1% 4.931
High 4.723 4.725 0.002 0.0% 5.008
Low 4.580 4.562 -0.018 -0.4% 4.690
Close 4.696 4.579 -0.117 -2.5% 4.729
Range 0.143 0.163 0.020 14.0% 0.318
ATR 0.152 0.152 0.001 0.5% 0.000
Volume 15,679 25,665 9,986 63.7% 60,206
Daily Pivots for day following 11-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.111 5.008 4.669
R3 4.948 4.845 4.624
R2 4.785 4.785 4.609
R1 4.682 4.682 4.594 4.661
PP 4.622 4.622 4.622 4.611
S1 4.519 4.519 4.564 4.498
S2 4.459 4.459 4.549
S3 4.296 4.356 4.534
S4 4.133 4.193 4.489
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.763 5.564 4.904
R3 5.445 5.246 4.816
R2 5.127 5.127 4.787
R1 4.928 4.928 4.758 4.869
PP 4.809 4.809 4.809 4.779
S1 4.610 4.610 4.700 4.551
S2 4.491 4.491 4.671
S3 4.173 4.292 4.642
S4 3.855 3.974 4.554
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.757 4.562 0.195 4.3% 0.119 2.6% 9% False True 17,434
10 5.008 4.562 0.446 9.7% 0.128 2.8% 4% False True 14,180
20 5.635 4.562 1.073 23.4% 0.141 3.1% 2% False True 11,632
40 5.830 4.562 1.268 27.7% 0.162 3.5% 1% False True 9,225
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.035
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.418
2.618 5.152
1.618 4.989
1.000 4.888
0.618 4.826
HIGH 4.725
0.618 4.663
0.500 4.644
0.382 4.624
LOW 4.562
0.618 4.461
1.000 4.399
1.618 4.298
2.618 4.135
4.250 3.869
Fisher Pivots for day following 11-Mar-2010
Pivot 1 day 3 day
R1 4.644 4.645
PP 4.622 4.623
S1 4.601 4.601

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

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