NYMEX Natural Gas Future June 2010


Trading Metrics calculated at close of trading on 31-Mar-2010
Day Change Summary
Previous Current
30-Mar-2010 31-Mar-2010 Change Change % Previous Week
Open 3.972 4.105 0.133 3.3% 4.244
High 4.077 4.164 0.087 2.1% 4.285
Low 3.934 3.956 0.022 0.6% 4.001
Close 4.062 3.965 -0.097 -2.4% 4.007
Range 0.143 0.208 0.065 45.5% 0.284
ATR 0.135 0.140 0.005 3.8% 0.000
Volume 20,416 20,497 81 0.4% 82,806
Daily Pivots for day following 31-Mar-2010
Classic Woodie Camarilla DeMark
R4 4.652 4.517 4.079
R3 4.444 4.309 4.022
R2 4.236 4.236 4.003
R1 4.101 4.101 3.984 4.065
PP 4.028 4.028 4.028 4.010
S1 3.893 3.893 3.946 3.857
S2 3.820 3.820 3.927
S3 3.612 3.685 3.908
S4 3.404 3.477 3.851
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 4.225 3.934 0.291 7.3% 0.150 3.8% 11% False False 19,832
10 4.429 3.934 0.495 12.5% 0.141 3.5% 6% False False 17,915
20 4.910 3.934 0.976 24.6% 0.129 3.3% 3% False False 16,774
40 5.738 3.934 1.804 45.5% 0.142 3.6% 2% False False 13,325
60 6.010 3.934 2.076 52.4% 0.160 4.0% 1% False False 10,523
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 0.021
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 5.048
2.618 4.709
1.618 4.501
1.000 4.372
0.618 4.293
HIGH 4.164
0.618 4.085
0.500 4.060
0.382 4.035
LOW 3.956
0.618 3.827
1.000 3.748
1.618 3.619
2.618 3.411
4.250 3.072
Fisher Pivots for day following 31-Mar-2010
Pivot 1 day 3 day
R1 4.060 4.049
PP 4.028 4.021
S1 3.997 3.993

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

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