NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 03-Feb-2010
Day Change Summary
Previous Current
02-Feb-2010 03-Feb-2010 Change Change % Previous Week
Open 5.436 5.441 0.005 0.1% 5.749
High 5.538 5.558 0.020 0.4% 5.786
Low 5.378 5.360 -0.018 -0.3% 5.060
Close 5.454 5.419 -0.035 -0.6% 5.131
Range 0.160 0.198 0.038 23.8% 0.726
ATR 0.247 0.243 -0.003 -1.4% 0.000
Volume 106,102 104,917 -1,185 -1.1% 466,919
Daily Pivots for day following 03-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.040 5.927 5.528
R3 5.842 5.729 5.473
R2 5.644 5.644 5.455
R1 5.531 5.531 5.437 5.489
PP 5.446 5.446 5.446 5.424
S1 5.333 5.333 5.401 5.291
S2 5.248 5.248 5.383
S3 5.050 5.135 5.365
S4 4.852 4.937 5.310
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 7.504 7.043 5.530
R3 6.778 6.317 5.331
R2 6.052 6.052 5.264
R1 5.591 5.591 5.198 5.459
PP 5.326 5.326 5.326 5.259
S1 4.865 4.865 5.064 4.733
S2 4.600 4.600 4.998
S3 3.874 4.139 4.931
S4 3.148 3.413 4.732
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.558 5.060 0.498 9.2% 0.192 3.5% 72% True False 101,441
10 5.804 5.060 0.744 13.7% 0.212 3.9% 48% False False 86,486
20 6.027 5.060 0.967 17.8% 0.240 4.4% 37% False False 75,729
40 6.027 4.765 1.262 23.3% 0.245 4.5% 52% False False 54,530
60 6.027 4.550 1.477 27.3% 0.237 4.4% 59% False False 41,317
80 6.242 4.550 1.692 31.2% 0.232 4.3% 51% False False 33,142
100 6.242 4.550 1.692 31.2% 0.228 4.2% 51% False False 27,898
120 6.242 4.550 1.692 31.2% 0.212 3.9% 51% False False 23,893
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.036
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.400
2.618 6.076
1.618 5.878
1.000 5.756
0.618 5.680
HIGH 5.558
0.618 5.482
0.500 5.459
0.382 5.436
LOW 5.360
0.618 5.238
1.000 5.162
1.618 5.040
2.618 4.842
4.250 4.519
Fisher Pivots for day following 03-Feb-2010
Pivot 1 day 3 day
R1 5.459 5.412
PP 5.446 5.404
S1 5.432 5.397

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

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