NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 15-Mar-2010
Day Change Summary
Previous Current
12-Mar-2010 15-Mar-2010 Change Change % Previous Week
Open 4.783 4.700 -0.083 -1.7% 4.856
High 4.800 4.779 -0.021 -0.4% 4.914
Low 4.717 4.690 -0.027 -0.6% 4.717
Close 4.740 4.741 0.001 0.0% 4.740
Range 0.083 0.089 0.006 7.2% 0.197
ATR 0.134 0.131 -0.003 -2.4% 0.000
Volume 8,994 2,688 -6,306 -70.1% 37,496
Daily Pivots for day following 15-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.004 4.961 4.790
R3 4.915 4.872 4.765
R2 4.826 4.826 4.757
R1 4.783 4.783 4.749 4.805
PP 4.737 4.737 4.737 4.747
S1 4.694 4.694 4.733 4.716
S2 4.648 4.648 4.725
S3 4.559 4.605 4.717
S4 4.470 4.516 4.692
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.381 5.258 4.848
R3 5.184 5.061 4.794
R2 4.987 4.987 4.776
R1 4.864 4.864 4.758 4.827
PP 4.790 4.790 4.790 4.772
S1 4.667 4.667 4.722 4.630
S2 4.593 4.593 4.704
S3 4.396 4.470 4.686
S4 4.199 4.273 4.632
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.914 4.690 0.224 4.7% 0.115 2.4% 23% False True 7,024
10 5.096 4.690 0.406 8.6% 0.110 2.3% 13% False True 5,402
20 5.789 4.690 1.099 23.2% 0.119 2.5% 5% False True 4,259
40 5.987 4.690 1.297 27.4% 0.128 2.7% 4% False True 3,184
60 6.160 4.690 1.470 31.0% 0.140 3.0% 3% False True 2,838
80 6.160 4.690 1.470 31.0% 0.148 3.1% 3% False True 2,587
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.157
2.618 5.012
1.618 4.923
1.000 4.868
0.618 4.834
HIGH 4.779
0.618 4.745
0.500 4.735
0.382 4.724
LOW 4.690
0.618 4.635
1.000 4.601
1.618 4.546
2.618 4.457
4.250 4.312
Fisher Pivots for day following 15-Mar-2010
Pivot 1 day 3 day
R1 4.739 4.790
PP 4.737 4.774
S1 4.735 4.757

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

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