NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 24-Mar-2010
Day Change Summary
Previous Current
23-Mar-2010 24-Mar-2010 Change Change % Previous Week
Open 4.402 4.366 -0.036 -0.8% 4.650
High 4.441 4.411 -0.030 -0.7% 4.750
Low 4.358 4.349 -0.009 -0.2% 4.359
Close 4.423 4.379 -0.044 -1.0% 4.462
Range 0.083 0.062 -0.021 -25.3% 0.391
ATR 0.126 0.122 -0.004 -2.9% 0.000
Volume 4,318 3,908 -410 -9.5% 26,911
Daily Pivots for day following 24-Mar-2010
Classic Woodie Camarilla DeMark
R4 4.566 4.534 4.413
R3 4.504 4.472 4.396
R2 4.442 4.442 4.390
R1 4.410 4.410 4.385 4.426
PP 4.380 4.380 4.380 4.388
S1 4.348 4.348 4.373 4.364
S2 4.318 4.318 4.368
S3 4.256 4.286 4.362
S4 4.194 4.224 4.345
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 4.567 4.337 0.230 5.3% 0.113 2.6% 18% False False 5,477
10 4.827 4.337 0.490 11.2% 0.098 2.2% 9% False False 6,061
20 5.146 4.337 0.809 18.5% 0.106 2.4% 5% False False 5,121
40 5.864 4.337 1.527 34.9% 0.120 2.7% 3% False False 4,185
60 6.111 4.337 1.774 40.5% 0.131 3.0% 2% False False 3,649
80 6.111 4.337 1.774 40.5% 0.148 3.4% 2% False False 3,416
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.675
2.618 4.573
1.618 4.511
1.000 4.473
0.618 4.449
HIGH 4.411
0.618 4.387
0.500 4.380
0.382 4.373
LOW 4.349
0.618 4.311
1.000 4.287
1.618 4.249
2.618 4.187
4.250 4.086
Fisher Pivots for day following 24-Mar-2010
Pivot 1 day 3 day
R1 4.380 4.389
PP 4.380 4.386
S1 4.379 4.382

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

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