NYMEX Natural Gas Future September 2010

Trading Metrics calculated at close of trading on 08-Mar-2010

Day Change Summary
	Previous	Current
	05-Mar-2010	08-Mar-2010	Change	Change %	Previous Week
Open	4.906	4.856	-0.050	-1.0%	5.016
High	4.936	4.900	-0.036	-0.7%	5.167
Low	4.888	4.793	-0.095	-1.9%	4.879
Close	4.923	4.856	-0.067	-1.4%	4.923
Range	0.048	0.107	0.059	122.9%	0.288
ATR	0.140	0.139	-0.001	-0.5%	0.000
Volume	4,945	5,064	119	2.4%	16,283

Daily Pivots for day following 08-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.171	5.120	4.915
R3	5.064	5.013	4.885
R2	4.957	4.957	4.876
R1	4.906	4.906	4.866	4.910
PP	4.850	4.850	4.850	4.851
S1	4.799	4.799	4.846	4.803
S2	4.743	4.743	4.836
S3	4.636	4.692	4.827
S4	4.529	4.585	4.797

Weekly Pivots for week ending 05-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.854	5.676	5.081
R3	5.566	5.388	5.002
R2	5.278	5.278	4.976
R1	5.100	5.100	4.949	5.045
PP	4.990	4.990	4.990	4.962
S1	4.812	4.812	4.897	4.757
S2	4.702	4.702	4.870
S3	4.414	4.524	4.844
S4	4.126	4.236	4.765

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.096	4.793	0.303	6.2%	0.105	2.2%	21%	False	True	3,780
10	5.250	4.793	0.457	9.4%	0.110	2.3%	14%	False	True	3,434
20	5.884	4.793	1.091	22.5%	0.129	2.7%	6%	False	True	3,251
40	5.990	4.793	1.197	24.6%	0.136	2.8%	5%	False	True	2,502
60	6.160	4.793	1.367	28.2%	0.148	3.0%	5%	False	True	2,416
80	6.160	4.793	1.367	28.2%	0.148	3.0%	5%	False	True	2,297

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.355
2.618	5.180
1.618	5.073
1.000	5.007
0.618	4.966
HIGH	4.900
0.618	4.859
0.500	4.847
0.382	4.834
LOW	4.793
0.618	4.727
1.000	4.686
1.618	4.620
2.618	4.513
4.250	4.338

Fisher Pivots for day following 08-Mar-2010
Pivot	1 day	3 day
R1	4.853	4.937
PP	4.850	4.910
S1	4.847	4.883

Download as Excel Spreadsheet

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

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