NYMEX Natural Gas Future August 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 4.753 4.650 -0.103 -2.2% 4.819
High 4.753 4.750 -0.003 -0.1% 4.875
Low 4.684 4.650 -0.034 -0.7% 4.684
Close 4.702 4.703 0.001 0.0% 4.702
Range 0.069 0.100 0.031 44.9% 0.191
ATR 0.133 0.131 -0.002 -1.8% 0.000
Volume 8,177 4,919 -3,258 -39.8% 36,745
Daily Pivots for day following 15-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.001 4.952 4.758
R3 4.901 4.852 4.731
R2 4.801 4.801 4.721
R1 4.752 4.752 4.712 4.777
PP 4.701 4.701 4.701 4.713
S1 4.652 4.652 4.694 4.677
S2 4.601 4.601 4.685
S3 4.501 4.552 4.676
S4 4.401 4.452 4.648
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 4.650 0.225 4.8% 0.109 2.3% 24% False True 7,328
10 5.058 4.650 0.408 8.7% 0.106 2.3% 13% False True 5,997
20 5.752 4.650 1.102 23.4% 0.111 2.4% 5% False True 4,847
40 5.951 4.650 1.301 27.7% 0.124 2.6% 4% False True 3,681
60 6.111 4.650 1.461 31.1% 0.143 3.0% 4% False True 3,430
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 0.016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.175
2.618 5.012
1.618 4.912
1.000 4.850
0.618 4.812
HIGH 4.750
0.618 4.712
0.500 4.700
0.382 4.688
LOW 4.650
0.618 4.588
1.000 4.550
1.618 4.488
2.618 4.388
4.250 4.225
Fisher Pivots for day following 15-Mar-2010
Pivot 1 day 3 day
R1 4.702 4.739
PP 4.701 4.727
S1 4.700 4.715

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

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