NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 29-Mar-2010
Day Change Summary
Previous Current
26-Mar-2010 29-Mar-2010 Change Change % Previous Week
Open 4.255 4.160 -0.095 -2.2% 4.379
High 4.266 4.268 0.002 0.0% 4.441
Low 4.177 4.160 -0.017 -0.4% 4.177
Close 4.171 4.174 0.003 0.1% 4.171
Range 0.089 0.108 0.019 21.3% 0.264
ATR 0.123 0.122 -0.001 -0.9% 0.000
Volume 5,750 4,143 -1,607 -27.9% 21,934
Daily Pivots for day following 29-Mar-2010
Classic Woodie Camarilla DeMark
R4 4.525 4.457 4.233
R3 4.417 4.349 4.204
R2 4.309 4.309 4.194
R1 4.241 4.241 4.184 4.275
PP 4.201 4.201 4.201 4.218
S1 4.133 4.133 4.164 4.167
S2 4.093 4.093 4.154
S3 3.985 4.025 4.144
S4 3.877 3.917 4.115
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.055 4.877 4.316
R3 4.791 4.613 4.244
R2 4.527 4.527 4.219
R1 4.349 4.349 4.195 4.306
PP 4.263 4.263 4.263 4.242
S1 4.085 4.085 4.147 4.042
S2 3.999 3.999 4.123
S3 3.735 3.821 4.098
S4 3.471 3.557 4.026
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.441 4.160 0.281 6.7% 0.101 2.4% 5% False True 4,408
10 4.715 4.160 0.555 13.3% 0.106 2.5% 3% False True 4,806
20 5.058 4.160 0.898 21.5% 0.106 2.5% 2% False True 5,402
40 5.864 4.160 1.704 40.8% 0.119 2.8% 1% False True 4,330
60 6.111 4.160 1.951 46.7% 0.131 3.1% 1% False True 3,728
80 6.111 4.160 1.951 46.7% 0.144 3.4% 1% False True 3,536
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.727
2.618 4.551
1.618 4.443
1.000 4.376
0.618 4.335
HIGH 4.268
0.618 4.227
0.500 4.214
0.382 4.201
LOW 4.160
0.618 4.093
1.000 4.052
1.618 3.985
2.618 3.877
4.250 3.701
Fisher Pivots for day following 29-Mar-2010
Pivot 1 day 3 day
R1 4.214 4.270
PP 4.201 4.238
S1 4.187 4.206

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

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