NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 12-Mar-2010
Day Change Summary
Previous Current
11-Mar-2010 12-Mar-2010 Change Change % Previous Week
Open 4.827 4.753 -0.074 -1.5% 4.819
High 4.827 4.753 -0.074 -1.5% 4.875
Low 4.717 4.684 -0.033 -0.7% 4.684
Close 4.740 4.702 -0.038 -0.8% 4.702
Range 0.110 0.069 -0.041 -37.3% 0.191
ATR 0.138 0.133 -0.005 -3.6% 0.000
Volume 13,262 8,177 -5,085 -38.3% 36,745
Daily Pivots for day following 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 4.920 4.880 4.740
R3 4.851 4.811 4.721
R2 4.782 4.782 4.715
R1 4.742 4.742 4.708 4.728
PP 4.713 4.713 4.713 4.706
S1 4.673 4.673 4.696 4.659
S2 4.644 4.644 4.689
S3 4.575 4.604 4.683
S4 4.506 4.535 4.664
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.327 5.205 4.807
R3 5.136 5.014 4.755
R2 4.945 4.945 4.737
R1 4.823 4.823 4.720 4.789
PP 4.754 4.754 4.754 4.736
S1 4.632 4.632 4.684 4.598
S2 4.563 4.563 4.667
S3 4.372 4.441 4.649
S4 4.181 4.250 4.597
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.875 4.684 0.191 4.1% 0.108 2.3% 9% False True 7,349
10 5.139 4.684 0.455 9.7% 0.114 2.4% 4% False True 5,774
20 5.752 4.684 1.068 22.7% 0.115 2.4% 2% False True 4,701
40 5.960 4.684 1.276 27.1% 0.127 2.7% 1% False True 3,603
60 6.111 4.684 1.427 30.3% 0.142 3.0% 1% False True 3,402
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.025
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5.046
2.618 4.934
1.618 4.865
1.000 4.822
0.618 4.796
HIGH 4.753
0.618 4.727
0.500 4.719
0.382 4.710
LOW 4.684
0.618 4.641
1.000 4.615
1.618 4.572
2.618 4.503
4.250 4.391
Fisher Pivots for day following 12-Mar-2010
Pivot 1 day 3 day
R1 4.719 4.780
PP 4.713 4.754
S1 4.708 4.728

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

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