NYMEX Natural Gas Future December 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 5.329 5.276 -0.053 -1.0% 5.522
High 5.329 5.276 -0.053 -1.0% 5.590
Low 5.268 5.161 -0.107 -2.0% 5.298
Close 5.276 5.199 -0.077 -1.5% 5.465
Range 0.061 0.115 0.054 88.5% 0.292
ATR 0.113 0.113 0.000 0.1% 0.000
Volume 3,181 2,147 -1,034 -32.5% 10,052
Daily Pivots for day following 25-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.557 5.493 5.262
R3 5.442 5.378 5.231
R2 5.327 5.327 5.220
R1 5.263 5.263 5.210 5.238
PP 5.212 5.212 5.212 5.199
S1 5.148 5.148 5.188 5.123
S2 5.097 5.097 5.178
S3 4.982 5.033 5.167
S4 4.867 4.918 5.136
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 5.161 0.309 5.9% 0.099 1.9% 12% False True 3,186
10 5.590 5.161 0.429 8.3% 0.097 1.9% 9% False True 2,440
20 5.953 5.161 0.792 15.2% 0.101 1.9% 5% False True 2,444
40 6.573 5.161 1.412 27.2% 0.114 2.2% 3% False True 2,187
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.017
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.765
2.618 5.577
1.618 5.462
1.000 5.391
0.618 5.347
HIGH 5.276
0.618 5.232
0.500 5.219
0.382 5.205
LOW 5.161
0.618 5.090
1.000 5.046
1.618 4.975
2.618 4.860
4.250 4.672
Fisher Pivots for day following 25-Mar-2010
Pivot 1 day 3 day
R1 5.219 5.280
PP 5.212 5.253
S1 5.206 5.226

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

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