NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 30-Mar-2010
Day Change Summary
Previous Current
29-Mar-2010 30-Mar-2010 Change Change % Previous Week
Open 4.160 4.165 0.005 0.1% 4.379
High 4.268 4.254 -0.014 -0.3% 4.441
Low 4.160 4.117 -0.043 -1.0% 4.177
Close 4.174 4.242 0.068 1.6% 4.171
Range 0.108 0.137 0.029 26.9% 0.264
ATR 0.122 0.123 0.001 0.9% 0.000
Volume 4,143 7,086 2,943 71.0% 21,934
Daily Pivots for day following 30-Mar-2010
Classic Woodie Camarilla DeMark
R4 4.615 4.566 4.317
R3 4.478 4.429 4.280
R2 4.341 4.341 4.267
R1 4.292 4.292 4.255 4.317
PP 4.204 4.204 4.204 4.217
S1 4.155 4.155 4.229 4.180
S2 4.067 4.067 4.217
S3 3.930 4.018 4.204
S4 3.793 3.881 4.167
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 4.411 4.117 0.294 6.9% 0.112 2.6% 43% False True 4,961
10 4.643 4.117 0.526 12.4% 0.111 2.6% 24% False True 5,173
20 5.058 4.117 0.941 22.2% 0.109 2.6% 13% False True 5,540
40 5.864 4.117 1.747 41.2% 0.118 2.8% 7% False True 4,461
60 6.111 4.117 1.994 47.0% 0.129 3.0% 6% False True 3,816
80 6.111 4.117 1.994 47.0% 0.143 3.4% 6% False True 3,598
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.027
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.836
2.618 4.613
1.618 4.476
1.000 4.391
0.618 4.339
HIGH 4.254
0.618 4.202
0.500 4.186
0.382 4.169
LOW 4.117
0.618 4.032
1.000 3.980
1.618 3.895
2.618 3.758
4.250 3.535
Fisher Pivots for day following 30-Mar-2010
Pivot 1 day 3 day
R1 4.223 4.226
PP 4.204 4.209
S1 4.186 4.193

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

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