NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 23-Mar-2010
Day Change Summary
Previous Current
22-Mar-2010 23-Mar-2010 Change Change % Previous Week
Open 4.379 4.402 0.023 0.5% 4.650
High 4.438 4.441 0.003 0.1% 4.750
Low 4.337 4.358 0.021 0.5% 4.359
Close 4.379 4.423 0.044 1.0% 4.462
Range 0.101 0.083 -0.018 -17.8% 0.391
ATR 0.129 0.126 -0.003 -2.6% 0.000
Volume 4,036 4,318 282 7.0% 26,911
Daily Pivots for day following 23-Mar-2010
Classic Woodie Camarilla DeMark
R4 4.656 4.623 4.469
R3 4.573 4.540 4.446
R2 4.490 4.490 4.438
R1 4.457 4.457 4.431 4.474
PP 4.407 4.407 4.407 4.416
S1 4.374 4.374 4.415 4.391
S2 4.324 4.324 4.408
S3 4.241 4.291 4.400
S4 4.158 4.208 4.377
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 4.643 4.337 0.306 6.9% 0.111 2.5% 28% False False 5,384
10 4.875 4.337 0.538 12.2% 0.106 2.4% 16% False False 6,202
20 5.199 4.337 0.862 19.5% 0.108 2.4% 10% False False 5,074
40 5.864 4.337 1.527 34.5% 0.122 2.8% 6% False False 4,130
60 6.111 4.337 1.774 40.1% 0.133 3.0% 5% False False 3,627
80 6.111 4.337 1.774 40.1% 0.151 3.4% 5% False False 3,390
Crabel Price Patterns
NR True
NR4 True
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 0.021
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.794
2.618 4.658
1.618 4.575
1.000 4.524
0.618 4.492
HIGH 4.441
0.618 4.409
0.500 4.400
0.382 4.390
LOW 4.358
0.618 4.307
1.000 4.275
1.618 4.224
2.618 4.141
4.250 4.005
Fisher Pivots for day following 23-Mar-2010
Pivot 1 day 3 day
R1 4.415 4.418
PP 4.407 4.413
S1 4.400 4.409

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

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