NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 17-Mar-2010
Day Change Summary
Previous Current
16-Mar-2010 17-Mar-2010 Change Change % Previous Week
Open 4.853 4.811 -0.042 -0.9% 4.967
High 4.861 4.811 -0.050 -1.0% 5.013
Low 4.777 4.729 -0.048 -1.0% 4.824
Close 4.798 4.747 -0.051 -1.1% 4.842
Range 0.084 0.082 -0.002 -2.4% 0.189
ATR 0.126 0.123 -0.003 -2.5% 0.000
Volume 6,151 5,942 -209 -3.4% 59,133
Daily Pivots for day following 17-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.008 4.960 4.792
R3 4.926 4.878 4.770
R2 4.844 4.844 4.762
R1 4.796 4.796 4.755 4.779
PP 4.762 4.762 4.762 4.754
S1 4.714 4.714 4.739 4.697
S2 4.680 4.680 4.732
S3 4.598 4.632 4.724
S4 4.516 4.550 4.702
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.460 5.340 4.946
R3 5.271 5.151 4.894
R2 5.082 5.082 4.877
R1 4.962 4.962 4.859 4.928
PP 4.893 4.893 4.893 4.876
S1 4.773 4.773 4.825 4.739
S2 4.704 4.704 4.807
S3 4.515 4.584 4.790
S4 4.326 4.395 4.738
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.997 4.729 0.268 5.6% 0.094 2.0% 7% False True 9,663
10 5.189 4.729 0.460 9.7% 0.110 2.3% 4% False True 10,219
20 5.701 4.729 0.972 20.5% 0.115 2.4% 2% False True 9,678
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.160
2.618 5.026
1.618 4.944
1.000 4.893
0.618 4.862
HIGH 4.811
0.618 4.780
0.500 4.770
0.382 4.760
LOW 4.729
0.618 4.678
1.000 4.647
1.618 4.596
2.618 4.514
4.250 4.381
Fisher Pivots for day following 17-Mar-2010
Pivot 1 day 3 day
R1 4.770 4.808
PP 4.762 4.788
S1 4.755 4.767

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

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