NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 26-Mar-2010
Day Change Summary
Previous Current
25-Mar-2010 26-Mar-2010 Change Change % Previous Week
Open 4.519 4.406 -0.113 -2.5% 4.548
High 4.519 4.406 -0.113 -2.5% 4.605
Low 4.363 4.318 -0.045 -1.0% 4.318
Close 4.406 4.314 -0.092 -2.1% 4.314
Range 0.156 0.088 -0.068 -43.6% 0.287
ATR 0.126 0.124 -0.003 -2.2% 0.000
Volume 12,098 16,813 4,715 39.0% 63,587
Daily Pivots for day following 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 4.610 4.550 4.362
R3 4.522 4.462 4.338
R2 4.434 4.434 4.330
R1 4.374 4.374 4.322 4.360
PP 4.346 4.346 4.346 4.339
S1 4.286 4.286 4.306 4.272
S2 4.258 4.258 4.298
S3 4.170 4.198 4.290
S4 4.082 4.110 4.266
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.273 5.081 4.472
R3 4.986 4.794 4.393
R2 4.699 4.699 4.367
R1 4.507 4.507 4.340 4.460
PP 4.412 4.412 4.412 4.389
S1 4.220 4.220 4.288 4.173
S2 4.125 4.125 4.261
S3 3.838 3.933 4.235
S4 3.551 3.646 4.156
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.605 4.318 0.287 6.7% 0.105 2.4% -1% False True 12,717
10 4.887 4.318 0.569 13.2% 0.110 2.6% -1% False True 10,980
20 5.299 4.318 0.981 22.7% 0.115 2.7% 0% False True 11,009
40 6.000 4.318 1.682 39.0% 0.126 2.9% 0% False True 9,937
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.780
2.618 4.636
1.618 4.548
1.000 4.494
0.618 4.460
HIGH 4.406
0.618 4.372
0.500 4.362
0.382 4.352
LOW 4.318
0.618 4.264
1.000 4.230
1.618 4.176
2.618 4.088
4.250 3.944
Fisher Pivots for day following 26-Mar-2010
Pivot 1 day 3 day
R1 4.362 4.436
PP 4.346 4.395
S1 4.330 4.355

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

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