NYMEX Natural Gas Future June 2010


Trading Metrics calculated at close of trading on 03-Mar-2010
Day Change Summary
Previous Current
02-Mar-2010 03-Mar-2010 Change Change % Previous Week
Open 4.827 4.881 0.054 1.1% 5.129
High 4.891 4.920 0.029 0.6% 5.129
Low 4.807 4.826 0.019 0.4% 4.882
Close 4.850 4.892 0.042 0.9% 4.959
Range 0.084 0.094 0.010 11.9% 0.247
ATR 0.165 0.160 -0.005 -3.1% 0.000
Volume 10,850 13,424 2,574 23.7% 47,459
Daily Pivots for day following 03-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.161 5.121 4.944
R3 5.067 5.027 4.918
R2 4.973 4.973 4.909
R1 4.933 4.933 4.901 4.953
PP 4.879 4.879 4.879 4.890
S1 4.839 4.839 4.883 4.859
S2 4.785 4.785 4.875
S3 4.691 4.745 4.866
S4 4.597 4.651 4.840
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 5.731 5.592 5.095
R3 5.484 5.345 5.027
R2 5.237 5.237 5.004
R1 5.098 5.098 4.982 5.044
PP 4.990 4.990 4.990 4.963
S1 4.851 4.851 4.936 4.797
S2 4.743 4.743 4.914
S3 4.496 4.604 4.891
S4 4.249 4.357 4.823
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.008 4.807 0.201 4.1% 0.116 2.4% 42% False False 10,270
10 5.477 4.807 0.670 13.7% 0.131 2.7% 13% False False 9,660
20 5.738 4.807 0.931 19.0% 0.154 3.2% 9% False False 9,876
40 6.010 4.807 1.203 24.6% 0.175 3.6% 7% False False 7,397
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 True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.029
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.320
2.618 5.166
1.618 5.072
1.000 5.014
0.618 4.978
HIGH 4.920
0.618 4.884
0.500 4.873
0.382 4.862
LOW 4.826
0.618 4.768
1.000 4.732
1.618 4.674
2.618 4.580
4.250 4.427
Fisher Pivots for day following 03-Mar-2010
Pivot 1 day 3 day
R1 4.886 4.908
PP 4.879 4.902
S1 4.873 4.897

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

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