NYMEX Natural Gas Future June 2010


Trading Metrics calculated at close of trading on 18-Mar-2010
Day Change Summary
Previous Current
17-Mar-2010 18-Mar-2010 Change Change % Previous Week
Open 4.497 4.429 -0.068 -1.5% 4.679
High 4.511 4.429 -0.082 -1.8% 4.727
Low 4.425 4.195 -0.230 -5.2% 4.518
Close 4.443 4.226 -0.217 -4.9% 4.538
Range 0.086 0.234 0.148 172.1% 0.209
ATR 0.137 0.145 0.008 5.8% 0.000
Volume 16,690 10,331 -6,359 -38.1% 88,791
Daily Pivots for day following 18-Mar-2010
Classic Woodie Camarilla DeMark
R4 4.985 4.840 4.355
R3 4.751 4.606 4.290
R2 4.517 4.517 4.269
R1 4.372 4.372 4.247 4.328
PP 4.283 4.283 4.283 4.261
S1 4.138 4.138 4.205 4.094
S2 4.049 4.049 4.183
S3 3.815 3.904 4.162
S4 3.581 3.670 4.097
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 4.602 4.195 0.407 9.6% 0.120 2.8% 8% False True 13,549
10 4.757 4.195 0.562 13.3% 0.120 2.8% 6% False True 15,491
20 5.292 4.195 1.097 26.0% 0.126 3.0% 3% False True 12,812
40 5.822 4.195 1.627 38.5% 0.151 3.6% 2% False True 10,275
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 5.424
2.618 5.042
1.618 4.808
1.000 4.663
0.618 4.574
HIGH 4.429
0.618 4.340
0.500 4.312
0.382 4.284
LOW 4.195
0.618 4.050
1.000 3.961
1.618 3.816
2.618 3.582
4.250 3.201
Fisher Pivots for day following 18-Mar-2010
Pivot 1 day 3 day
R1 4.312 4.379
PP 4.283 4.328
S1 4.255 4.277

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

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