NYMEX Natural Gas Future June 2010

Trading Metrics calculated at close of trading on 26-Mar-2010

Day Change Summary
	Previous	Current
	25-Mar-2010	26-Mar-2010	Change	Change %	Previous Week
Open	4.208	4.102	-0.106	-2.5%	4.244
High	4.225	4.115	-0.110	-2.6%	4.285
Low	4.060	4.001	-0.059	-1.5%	4.001
Close	4.102	4.007	-0.095	-2.3%	4.007
Range	0.165	0.114	-0.051	-30.9%	0.284
ATR	0.137	0.136	-0.002	-1.2%	0.000
Volume	17,695	20,030	2,335	13.2%	82,806

Daily Pivots for day following 26-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.383	4.309	4.070
R3	4.269	4.195	4.038
R2	4.155	4.155	4.028
R1	4.081	4.081	4.017	4.061
PP	4.041	4.041	4.041	4.031
S1	3.967	3.967	3.997	3.947
S2	3.927	3.927	3.986
S3	3.813	3.853	3.976
S4	3.699	3.739	3.944

Weekly Pivots for week ending 26-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.950	4.762	4.163
R3	4.666	4.478	4.085
R2	4.382	4.382	4.059
R1	4.194	4.194	4.033	4.146
PP	4.098	4.098	4.098	4.074
S1	3.910	3.910	3.981	3.862
S2	3.814	3.814	3.955
S3	3.530	3.626	3.929
S4	3.246	3.342	3.851

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.285	4.001	0.284	7.1%	0.117	2.9%	2%	False	True	16,561
10	4.592	4.001	0.591	14.7%	0.122	3.0%	1%	False	True	15,781
20	5.008	4.001	1.007	25.1%	0.124	3.1%	1%	False	True	15,340
40	5.738	4.001	1.737	43.3%	0.141	3.5%	0%	False	True	12,232

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	0.018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.600
2.618	4.413
1.618	4.299
1.000	4.229
0.618	4.185
HIGH	4.115
0.618	4.071
0.500	4.058
0.382	4.045
LOW	4.001
0.618	3.931
1.000	3.887
1.618	3.817
2.618	3.703
4.250	3.517

Fisher Pivots for day following 26-Mar-2010
Pivot	1 day	3 day
R1	4.058	4.128
PP	4.041	4.087
S1	4.024	4.047

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols