NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 19-Mar-2010
Day Change Summary
Previous Current
18-Mar-2010 19-Mar-2010 Change Change % Previous Week
Open 4.394 4.404 0.010 0.2% 4.650
High 4.567 4.480 -0.087 -1.9% 4.750
Low 4.371 4.359 -0.012 -0.3% 4.359
Close 4.394 4.462 0.068 1.5% 4.462
Range 0.196 0.121 -0.075 -38.3% 0.391
ATR 0.130 0.130 -0.001 -0.5% 0.000
Volume 2,959 12,164 9,205 311.1% 26,911
Daily Pivots for day following 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 4.797 4.750 4.529
R3 4.676 4.629 4.495
R2 4.555 4.555 4.484
R1 4.508 4.508 4.473 4.532
PP 4.434 4.434 4.434 4.445
S1 4.387 4.387 4.451 4.411
S2 4.313 4.313 4.440
S3 4.192 4.266 4.429
S4 4.071 4.145 4.395
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.697 5.470 4.677
R3 5.306 5.079 4.570
R2 4.915 4.915 4.534
R1 4.688 4.688 4.498 4.606
PP 4.524 4.524 4.524 4.483
S1 4.297 4.297 4.426 4.215
S2 4.133 4.133 4.390
S3 3.742 3.906 4.354
S4 3.351 3.515 4.247
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.750 4.359 0.391 8.8% 0.110 2.5% 26% False True 5,382
10 4.875 4.359 0.516 11.6% 0.109 2.4% 20% False True 6,365
20 5.210 4.359 0.851 19.1% 0.107 2.4% 12% False True 5,003
40 5.951 4.359 1.592 35.7% 0.124 2.8% 6% False True 4,046
60 6.111 4.359 1.752 39.3% 0.137 3.1% 6% False True 3,551
80 6.111 4.359 1.752 39.3% 0.152 3.4% 6% False True 3,310
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.994
2.618 4.797
1.618 4.676
1.000 4.601
0.618 4.555
HIGH 4.480
0.618 4.434
0.500 4.420
0.382 4.405
LOW 4.359
0.618 4.284
1.000 4.238
1.618 4.163
2.618 4.042
4.250 3.845
Fisher Pivots for day following 19-Mar-2010
Pivot 1 day 3 day
R1 4.448 4.501
PP 4.434 4.488
S1 4.420 4.475

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

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