NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 24-Mar-2010
Day Change Summary
Previous Current
23-Mar-2010 24-Mar-2010 Change Change % Previous Week
Open 5.379 5.329 -0.050 -0.9% 5.522
High 5.398 5.329 -0.069 -1.3% 5.590
Low 5.298 5.268 -0.030 -0.6% 5.298
Close 5.349 5.276 -0.073 -1.4% 5.465
Range 0.100 0.061 -0.039 -39.0% 0.292
ATR 0.115 0.113 -0.002 -2.1% 0.000
Volume 2,897 3,181 284 9.8% 10,052
Daily Pivots for day following 24-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.474 5.436 5.310
R3 5.413 5.375 5.293
R2 5.352 5.352 5.287
R1 5.314 5.314 5.282 5.303
PP 5.291 5.291 5.291 5.285
S1 5.253 5.253 5.270 5.242
S2 5.230 5.230 5.265
S3 5.169 5.192 5.259
S4 5.108 5.131 5.242
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 6.327 6.188 5.626
R3 6.035 5.896 5.545
R2 5.743 5.743 5.519
R1 5.604 5.604 5.492 5.528
PP 5.451 5.451 5.451 5.413
S1 5.312 5.312 5.438 5.236
S2 5.159 5.159 5.411
S3 4.867 5.020 5.385
S4 4.575 4.728 5.304
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.470 5.268 0.202 3.8% 0.109 2.1% 4% False True 2,930
10 5.610 5.268 0.342 6.5% 0.093 1.8% 2% False True 2,540
20 5.953 5.268 0.685 13.0% 0.100 1.9% 1% False True 2,382
40 6.573 5.268 1.305 24.7% 0.116 2.2% 1% False True 2,172
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.018
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5.588
2.618 5.489
1.618 5.428
1.000 5.390
0.618 5.367
HIGH 5.329
0.618 5.306
0.500 5.299
0.382 5.291
LOW 5.268
0.618 5.230
1.000 5.207
1.618 5.169
2.618 5.108
4.250 5.009
Fisher Pivots for day following 24-Mar-2010
Pivot 1 day 3 day
R1 5.299 5.352
PP 5.291 5.326
S1 5.284 5.301

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

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