NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 31-Mar-2010
Day Change Summary
Previous Current
30-Mar-2010 31-Mar-2010 Change Change % Previous Week
Open 4.165 4.269 0.104 2.5% 4.379
High 4.254 4.345 0.091 2.1% 4.441
Low 4.117 4.153 0.036 0.9% 4.177
Close 4.242 4.163 -0.079 -1.9% 4.171
Range 0.137 0.192 0.055 40.1% 0.264
ATR 0.123 0.128 0.005 4.0% 0.000
Volume 7,086 5,442 -1,644 -23.2% 21,934
Daily Pivots for day following 31-Mar-2010
Classic Woodie Camarilla DeMark
R4 4.796 4.672 4.269
R3 4.604 4.480 4.216
R2 4.412 4.412 4.198
R1 4.288 4.288 4.181 4.254
PP 4.220 4.220 4.220 4.204
S1 4.096 4.096 4.145 4.062
S2 4.028 4.028 4.128
S3 3.836 3.904 4.110
S4 3.644 3.712 4.057
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 4.380 4.117 0.263 6.3% 0.138 3.3% 17% False False 5,268
10 4.567 4.117 0.450 10.8% 0.125 3.0% 10% False False 5,372
20 5.050 4.117 0.933 22.4% 0.115 2.8% 5% False False 5,625
40 5.864 4.117 1.747 42.0% 0.121 2.9% 3% False False 4,560
60 6.111 4.117 1.994 47.9% 0.130 3.1% 2% False False 3,853
80 6.111 4.117 1.994 47.9% 0.144 3.4% 2% False False 3,640
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.035
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 5.161
2.618 4.848
1.618 4.656
1.000 4.537
0.618 4.464
HIGH 4.345
0.618 4.272
0.500 4.249
0.382 4.226
LOW 4.153
0.618 4.034
1.000 3.961
1.618 3.842
2.618 3.650
4.250 3.337
Fisher Pivots for day following 31-Mar-2010
Pivot 1 day 3 day
R1 4.249 4.231
PP 4.220 4.208
S1 4.192 4.186

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

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