NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 18-Mar-2010
Day Change Summary
Previous Current
17-Mar-2010 18-Mar-2010 Change Change % Previous Week
Open 4.641 4.394 -0.247 -5.3% 4.819
High 4.643 4.567 -0.076 -1.6% 4.875
Low 4.590 4.371 -0.219 -4.8% 4.684
Close 4.603 4.394 -0.209 -4.5% 4.702
Range 0.053 0.196 0.143 269.8% 0.191
ATR 0.122 0.130 0.008 6.4% 0.000
Volume 3,445 2,959 -486 -14.1% 36,745
Daily Pivots for day following 18-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.032 4.909 4.502
R3 4.836 4.713 4.448
R2 4.640 4.640 4.430
R1 4.517 4.517 4.412 4.492
PP 4.444 4.444 4.444 4.432
S1 4.321 4.321 4.376 4.296
S2 4.248 4.248 4.358
S3 4.052 4.125 4.340
S4 3.856 3.929 4.286
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 4.753 4.371 0.382 8.7% 0.100 2.3% 6% False True 4,584
10 4.910 4.371 0.539 12.3% 0.104 2.4% 4% False True 5,798
20 5.360 4.371 0.989 22.5% 0.104 2.4% 2% False True 4,729
40 5.951 4.371 1.580 36.0% 0.124 2.8% 1% False True 3,780
60 6.111 4.371 1.740 39.6% 0.139 3.2% 1% False True 3,386
80 6.111 4.371 1.740 39.6% 0.152 3.5% 1% False True 3,187
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.013
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 5.400
2.618 5.080
1.618 4.884
1.000 4.763
0.618 4.688
HIGH 4.567
0.618 4.492
0.500 4.469
0.382 4.446
LOW 4.371
0.618 4.250
1.000 4.175
1.618 4.054
2.618 3.858
4.250 3.538
Fisher Pivots for day following 18-Mar-2010
Pivot 1 day 3 day
R1 4.469 4.543
PP 4.444 4.493
S1 4.419 4.444

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

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