NYMEX Natural Gas Future October 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 4.324 4.322 -0.002 0.0% 4.548
High 4.409 4.410 0.001 0.0% 4.605
Low 4.300 4.264 -0.036 -0.8% 4.318
Close 4.322 4.399 0.077 1.8% 4.314
Range 0.109 0.146 0.037 33.9% 0.287
ATR 0.123 0.124 0.002 1.4% 0.000
Volume 9,478 12,384 2,906 30.7% 63,587
Daily Pivots for day following 30-Mar-2010
Classic Woodie Camarilla DeMark
R4 4.796 4.743 4.479
R3 4.650 4.597 4.439
R2 4.504 4.504 4.426
R1 4.451 4.451 4.412 4.478
PP 4.358 4.358 4.358 4.371
S1 4.305 4.305 4.386 4.332
S2 4.212 4.212 4.372
S3 4.066 4.159 4.359
S4 3.920 4.013 4.319
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 4.554 4.264 0.290 6.6% 0.113 2.6% 47% False True 12,433
10 4.811 4.264 0.547 12.4% 0.118 2.7% 25% False True 11,907
20 5.201 4.264 0.937 21.3% 0.115 2.6% 14% False True 11,293
40 6.000 4.264 1.736 39.5% 0.125 2.8% 8% False True 10,099
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
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 5.031
2.618 4.792
1.618 4.646
1.000 4.556
0.618 4.500
HIGH 4.410
0.618 4.354
0.500 4.337
0.382 4.320
LOW 4.264
0.618 4.174
1.000 4.118
1.618 4.028
2.618 3.882
4.250 3.644
Fisher Pivots for day following 30-Mar-2010
Pivot 1 day 3 day
R1 4.378 4.378
PP 4.358 4.358
S1 4.337 4.337

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

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