NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 24-Mar-2010
Day Change Summary
Previous Current
23-Mar-2010 24-Mar-2010 Change Change % Previous Week
Open 4.448 4.390 -0.058 -1.3% 4.700
High 4.476 4.441 -0.035 -0.8% 4.779
Low 4.380 4.379 -0.001 0.0% 4.394
Close 4.459 4.414 -0.045 -1.0% 4.501
Range 0.096 0.062 -0.034 -35.4% 0.385
ATR 0.126 0.123 -0.003 -2.6% 0.000
Volume 4,501 3,531 -970 -21.6% 19,233
Daily Pivots for day following 24-Mar-2010
Classic Woodie Camarilla DeMark
R4 4.597 4.568 4.448
R3 4.535 4.506 4.431
R2 4.473 4.473 4.425
R1 4.444 4.444 4.420 4.459
PP 4.411 4.411 4.411 4.419
S1 4.382 4.382 4.408 4.397
S2 4.349 4.349 4.403
S3 4.287 4.320 4.397
S4 4.225 4.258 4.380
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 4.601 4.378 0.223 5.1% 0.113 2.6% 16% False False 4,622
10 4.890 4.378 0.512 11.6% 0.100 2.3% 7% False False 5,326
20 5.180 4.378 0.802 18.2% 0.106 2.4% 4% False False 4,546
40 5.884 4.378 1.506 34.1% 0.126 2.9% 2% False False 3,616
60 6.160 4.378 1.782 40.4% 0.133 3.0% 2% False False 3,007
80 6.160 4.378 1.782 40.4% 0.143 3.2% 2% False False 2,861
100 6.160 4.378 1.782 40.4% 0.142 3.2% 2% False False 2,615
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.705
2.618 4.603
1.618 4.541
1.000 4.503
0.618 4.479
HIGH 4.441
0.618 4.417
0.500 4.410
0.382 4.403
LOW 4.379
0.618 4.341
1.000 4.317
1.618 4.279
2.618 4.217
4.250 4.116
Fisher Pivots for day following 24-Mar-2010
Pivot 1 day 3 day
R1 4.413 4.432
PP 4.411 4.426
S1 4.410 4.420

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

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