NYMEX Natural Gas Future October 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 4.514 4.519 0.005 0.1% 4.812
High 4.554 4.519 -0.035 -0.8% 4.887
Low 4.490 4.363 -0.127 -2.8% 4.510
Close 4.519 4.406 -0.113 -2.5% 4.621
Range 0.064 0.156 0.092 143.8% 0.377
ATR 0.124 0.126 0.002 1.8% 0.000
Volume 11,393 12,098 705 6.2% 46,218
Daily Pivots for day following 25-Mar-2010
Classic Woodie Camarilla DeMark
R4 4.897 4.808 4.492
R3 4.741 4.652 4.449
R2 4.585 4.585 4.435
R1 4.496 4.496 4.420 4.463
PP 4.429 4.429 4.429 4.413
S1 4.340 4.340 4.392 4.307
S2 4.273 4.273 4.377
S3 4.117 4.184 4.363
S4 3.961 4.028 4.320
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.804 5.589 4.828
R3 5.427 5.212 4.725
R2 5.050 5.050 4.690
R1 4.835 4.835 4.656 4.754
PP 4.673 4.673 4.673 4.632
S1 4.458 4.458 4.586 4.377
S2 4.296 4.296 4.552
S3 3.919 4.081 4.517
S4 3.542 3.704 4.414
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.625 4.363 0.262 5.9% 0.110 2.5% 16% False True 14,127
10 4.890 4.363 0.527 12.0% 0.108 2.5% 8% False True 10,684
20 5.299 4.363 0.936 21.2% 0.115 2.6% 5% False True 10,586
40 6.000 4.363 1.637 37.2% 0.126 2.9% 3% False True 9,717
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 0.022
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.182
2.618 4.927
1.618 4.771
1.000 4.675
0.618 4.615
HIGH 4.519
0.618 4.459
0.500 4.441
0.382 4.423
LOW 4.363
0.618 4.267
1.000 4.207
1.618 4.111
2.618 3.955
4.250 3.700
Fisher Pivots for day following 25-Mar-2010
Pivot 1 day 3 day
R1 4.441 4.479
PP 4.429 4.455
S1 4.418 4.430

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

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