NYMEX Natural Gas Future June 2010


Trading Metrics calculated at close of trading on 19-Mar-2010
Day Change Summary
Previous Current
18-Mar-2010 19-Mar-2010 Change Change % Previous Week
Open 4.429 4.220 -0.209 -4.7% 4.523
High 4.429 4.300 -0.129 -2.9% 4.592
Low 4.195 4.186 -0.009 -0.2% 4.186
Close 4.226 4.296 0.070 1.7% 4.296
Range 0.234 0.114 -0.120 -51.3% 0.406
ATR 0.145 0.143 -0.002 -1.5% 0.000
Volume 10,331 24,584 14,253 138.0% 75,013
Daily Pivots for day following 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 4.603 4.563 4.359
R3 4.489 4.449 4.327
R2 4.375 4.375 4.317
R1 4.335 4.335 4.306 4.355
PP 4.261 4.261 4.261 4.271
S1 4.221 4.221 4.286 4.241
S2 4.147 4.147 4.275
S3 4.033 4.107 4.265
S4 3.919 3.993 4.233
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.576 5.342 4.519
R3 5.170 4.936 4.408
R2 4.764 4.764 4.370
R1 4.530 4.530 4.333 4.444
PP 4.358 4.358 4.358 4.315
S1 4.124 4.124 4.259 4.038
S2 3.952 3.952 4.222
S3 3.546 3.718 4.184
S4 3.140 3.312 4.073
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.592 4.186 0.406 9.5% 0.126 2.9% 27% False True 15,002
10 4.727 4.186 0.541 12.6% 0.124 2.9% 20% False True 16,380
20 5.129 4.186 0.943 22.0% 0.124 2.9% 12% False True 13,573
40 5.822 4.186 1.636 38.1% 0.148 3.4% 7% False True 10,833
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 False
Stretch 0.025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.785
2.618 4.598
1.618 4.484
1.000 4.414
0.618 4.370
HIGH 4.300
0.618 4.256
0.500 4.243
0.382 4.230
LOW 4.186
0.618 4.116
1.000 4.072
1.618 4.002
2.618 3.888
4.250 3.702
Fisher Pivots for day following 19-Mar-2010
Pivot 1 day 3 day
R1 4.278 4.349
PP 4.261 4.331
S1 4.243 4.314

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

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