NYMEX Natural Gas Future June 2010


Trading Metrics calculated at close of trading on 25-Mar-2010
Day Change Summary
Previous Current
24-Mar-2010 25-Mar-2010 Change Change % Previous Week
Open 4.252 4.208 -0.044 -1.0% 4.523
High 4.254 4.225 -0.029 -0.7% 4.592
Low 4.175 4.060 -0.115 -2.8% 4.186
Close 4.222 4.102 -0.120 -2.8% 4.296
Range 0.079 0.165 0.086 108.9% 0.406
ATR 0.135 0.137 0.002 1.6% 0.000
Volume 12,034 17,695 5,661 47.0% 75,013
Daily Pivots for day following 25-Mar-2010
Classic Woodie Camarilla DeMark
R4 4.624 4.528 4.193
R3 4.459 4.363 4.147
R2 4.294 4.294 4.132
R1 4.198 4.198 4.117 4.164
PP 4.129 4.129 4.129 4.112
S1 4.033 4.033 4.087 3.999
S2 3.964 3.964 4.072
S3 3.799 3.868 4.057
S4 3.634 3.703 4.011
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 4.300 4.060 0.240 5.9% 0.117 2.9% 18% False True 17,472
10 4.602 4.060 0.542 13.2% 0.119 2.9% 8% False True 15,510
20 5.008 4.060 0.948 23.1% 0.123 3.0% 4% False True 14,845
40 5.738 4.060 1.678 40.9% 0.142 3.5% 3% False True 11,933
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.926
2.618 4.657
1.618 4.492
1.000 4.390
0.618 4.327
HIGH 4.225
0.618 4.162
0.500 4.143
0.382 4.123
LOW 4.060
0.618 3.958
1.000 3.895
1.618 3.793
2.618 3.628
4.250 3.359
Fisher Pivots for day following 25-Mar-2010
Pivot 1 day 3 day
R1 4.143 4.173
PP 4.129 4.149
S1 4.116 4.126

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

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