NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 16-Mar-2010
Day Change Summary
Previous Current
15-Mar-2010 16-Mar-2010 Change Change % Previous Week
Open 4.650 4.655 0.005 0.1% 4.819
High 4.750 4.715 -0.035 -0.7% 4.875
Low 4.650 4.635 -0.015 -0.3% 4.684
Close 4.703 4.655 -0.048 -1.0% 4.702
Range 0.100 0.080 -0.020 -20.0% 0.191
ATR 0.131 0.127 -0.004 -2.8% 0.000
Volume 4,919 3,424 -1,495 -30.4% 36,745
Daily Pivots for day following 16-Mar-2010
Classic Woodie Camarilla DeMark
R4 4.908 4.862 4.699
R3 4.828 4.782 4.677
R2 4.748 4.748 4.670
R1 4.702 4.702 4.662 4.695
PP 4.668 4.668 4.668 4.665
S1 4.622 4.622 4.648 4.615
S2 4.588 4.588 4.640
S3 4.508 4.542 4.633
S4 4.428 4.462 4.611
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 4.635 0.240 5.2% 0.101 2.2% 8% False True 7,019
10 5.058 4.635 0.423 9.1% 0.108 2.3% 5% False True 5,907
20 5.626 4.635 0.991 21.3% 0.106 2.3% 2% False True 4,794
40 5.951 4.635 1.316 28.3% 0.124 2.7% 2% False True 3,714
60 6.111 4.635 1.476 31.7% 0.142 3.0% 1% False True 3,427
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.055
2.618 4.924
1.618 4.844
1.000 4.795
0.618 4.764
HIGH 4.715
0.618 4.684
0.500 4.675
0.382 4.666
LOW 4.635
0.618 4.586
1.000 4.555
1.618 4.506
2.618 4.426
4.250 4.295
Fisher Pivots for day following 16-Mar-2010
Pivot 1 day 3 day
R1 4.675 4.694
PP 4.668 4.681
S1 4.662 4.668

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

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