NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 22-Mar-2010
Day Change Summary
Previous Current
19-Mar-2010 22-Mar-2010 Change Change % Previous Week
Open 4.404 4.379 -0.025 -0.6% 4.650
High 4.480 4.438 -0.042 -0.9% 4.750
Low 4.359 4.337 -0.022 -0.5% 4.359
Close 4.462 4.379 -0.083 -1.9% 4.462
Range 0.121 0.101 -0.020 -16.5% 0.391
ATR 0.130 0.129 0.000 -0.3% 0.000
Volume 12,164 4,036 -8,128 -66.8% 26,911
Daily Pivots for day following 22-Mar-2010
Classic Woodie Camarilla DeMark
R4 4.688 4.634 4.435
R3 4.587 4.533 4.407
R2 4.486 4.486 4.398
R1 4.432 4.432 4.388 4.430
PP 4.385 4.385 4.385 4.383
S1 4.331 4.331 4.370 4.329
S2 4.284 4.284 4.360
S3 4.183 4.230 4.351
S4 4.082 4.129 4.323
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 4.715 4.337 0.378 8.6% 0.110 2.5% 11% False True 5,205
10 4.875 4.337 0.538 12.3% 0.109 2.5% 8% False True 6,266
20 5.199 4.337 0.862 19.7% 0.108 2.5% 5% False True 5,015
40 5.940 4.337 1.603 36.6% 0.123 2.8% 3% False True 4,106
60 6.111 4.337 1.774 40.5% 0.135 3.1% 2% False True 3,591
80 6.111 4.337 1.774 40.5% 0.151 3.5% 2% False True 3,344
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 0.018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.867
2.618 4.702
1.618 4.601
1.000 4.539
0.618 4.500
HIGH 4.438
0.618 4.399
0.500 4.388
0.382 4.376
LOW 4.337
0.618 4.275
1.000 4.236
1.618 4.174
2.618 4.073
4.250 3.908
Fisher Pivots for day following 22-Mar-2010
Pivot 1 day 3 day
R1 4.388 4.452
PP 4.385 4.428
S1 4.382 4.403

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

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