NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 22-Mar-2010
Day Change Summary
Previous Current
19-Mar-2010 22-Mar-2010 Change Change % Previous Week
Open 4.440 4.417 -0.023 -0.5% 4.700
High 4.504 4.485 -0.019 -0.4% 4.779
Low 4.394 4.378 -0.016 -0.4% 4.394
Close 4.501 4.417 -0.084 -1.9% 4.501
Range 0.110 0.107 -0.003 -2.7% 0.385
ATR 0.129 0.129 0.000 -0.3% 0.000
Volume 7,649 4,599 -3,050 -39.9% 19,233
Daily Pivots for day following 22-Mar-2010
Classic Woodie Camarilla DeMark
R4 4.748 4.689 4.476
R3 4.641 4.582 4.446
R2 4.534 4.534 4.437
R1 4.475 4.475 4.427 4.471
PP 4.427 4.427 4.427 4.424
S1 4.368 4.368 4.407 4.364
S2 4.320 4.320 4.397
S3 4.213 4.261 4.388
S4 4.106 4.154 4.358
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.713 5.492 4.713
R3 5.328 5.107 4.607
R2 4.943 4.943 4.572
R1 4.722 4.722 4.536 4.640
PP 4.558 4.558 4.558 4.517
S1 4.337 4.337 4.466 4.255
S2 4.173 4.173 4.430
S3 3.788 3.952 4.395
S4 3.403 3.567 4.289
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.753 4.378 0.375 8.5% 0.106 2.4% 10% False True 4,228
10 4.914 4.378 0.536 12.1% 0.110 2.5% 7% False True 5,626
20 5.250 4.378 0.872 19.7% 0.110 2.5% 4% False True 4,530
40 5.971 4.378 1.593 36.1% 0.128 2.9% 2% False True 3,481
60 6.160 4.378 1.782 40.3% 0.136 3.1% 2% False True 2,942
80 6.160 4.378 1.782 40.3% 0.146 3.3% 2% False True 2,778
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 0.033
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.940
2.618 4.765
1.618 4.658
1.000 4.592
0.618 4.551
HIGH 4.485
0.618 4.444
0.500 4.432
0.382 4.419
LOW 4.378
0.618 4.312
1.000 4.271
1.618 4.205
2.618 4.098
4.250 3.923
Fisher Pivots for day following 22-Mar-2010
Pivot 1 day 3 day
R1 4.432 4.490
PP 4.427 4.465
S1 4.422 4.441

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

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