NYMEX Natural Gas Future June 2010


Trading Metrics calculated at close of trading on 16-Mar-2010
Day Change Summary
Previous Current
15-Mar-2010 16-Mar-2010 Change Change % Previous Week
Open 4.523 4.493 -0.030 -0.7% 4.679
High 4.592 4.562 -0.030 -0.7% 4.727
Low 4.481 4.476 -0.005 -0.1% 4.518
Close 4.542 4.493 -0.049 -1.1% 4.538
Range 0.111 0.086 -0.025 -22.5% 0.209
ATR 0.145 0.141 -0.004 -2.9% 0.000
Volume 11,972 11,436 -536 -4.5% 88,791
Daily Pivots for day following 16-Mar-2010
Classic Woodie Camarilla DeMark
R4 4.768 4.717 4.540
R3 4.682 4.631 4.517
R2 4.596 4.596 4.509
R1 4.545 4.545 4.501 4.536
PP 4.510 4.510 4.510 4.506
S1 4.459 4.459 4.485 4.450
S2 4.424 4.424 4.477
S3 4.338 4.373 4.469
S4 4.252 4.287 4.446
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.221 5.089 4.653
R3 5.012 4.880 4.595
R2 4.803 4.803 4.576
R1 4.671 4.671 4.557 4.633
PP 4.594 4.594 4.594 4.575
S1 4.462 4.462 4.519 4.424
S2 4.385 4.385 4.500
S3 4.176 4.253 4.481
S4 3.967 4.044 4.423
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.725 4.476 0.249 5.5% 0.117 2.6% 7% False True 16,414
10 4.920 4.476 0.444 9.9% 0.118 2.6% 4% False True 15,307
20 5.501 4.476 1.025 22.8% 0.125 2.8% 2% False True 12,227
40 5.822 4.476 1.346 30.0% 0.151 3.4% 1% False True 9,808
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 True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.928
2.618 4.787
1.618 4.701
1.000 4.648
0.618 4.615
HIGH 4.562
0.618 4.529
0.500 4.519
0.382 4.509
LOW 4.476
0.618 4.423
1.000 4.390
1.618 4.337
2.618 4.251
4.250 4.111
Fisher Pivots for day following 16-Mar-2010
Pivot 1 day 3 day
R1 4.519 4.539
PP 4.510 4.524
S1 4.502 4.508

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

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