NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 25-Mar-2010
Day Change Summary
Previous Current
24-Mar-2010 25-Mar-2010 Change Change % Previous Week
Open 4.366 4.261 -0.105 -2.4% 4.650
High 4.411 4.380 -0.031 -0.7% 4.750
Low 4.349 4.217 -0.132 -3.0% 4.359
Close 4.379 4.261 -0.118 -2.7% 4.462
Range 0.062 0.163 0.101 162.9% 0.391
ATR 0.122 0.125 0.003 2.4% 0.000
Volume 3,908 3,922 14 0.4% 26,911
Daily Pivots for day following 25-Mar-2010
Classic Woodie Camarilla DeMark
R4 4.775 4.681 4.351
R3 4.612 4.518 4.306
R2 4.449 4.449 4.291
R1 4.355 4.355 4.276 4.343
PP 4.286 4.286 4.286 4.280
S1 4.192 4.192 4.246 4.180
S2 4.123 4.123 4.231
S3 3.960 4.029 4.216
S4 3.797 3.866 4.171
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 4.480 4.217 0.263 6.2% 0.106 2.5% 17% False True 5,669
10 4.753 4.217 0.536 12.6% 0.103 2.4% 8% False True 5,127
20 5.139 4.217 0.922 21.6% 0.109 2.5% 5% False True 5,190
40 5.864 4.217 1.647 38.7% 0.120 2.8% 3% False True 4,224
60 6.111 4.217 1.894 44.4% 0.133 3.1% 2% False True 3,660
80 6.111 4.217 1.894 44.4% 0.145 3.4% 2% False True 3,441
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.073
2.618 4.807
1.618 4.644
1.000 4.543
0.618 4.481
HIGH 4.380
0.618 4.318
0.500 4.299
0.382 4.279
LOW 4.217
0.618 4.116
1.000 4.054
1.618 3.953
2.618 3.790
4.250 3.524
Fisher Pivots for day following 25-Mar-2010
Pivot 1 day 3 day
R1 4.299 4.329
PP 4.286 4.306
S1 4.274 4.284

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

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