NYMEX Natural Gas Future June 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 4.714 4.679 -0.035 -0.7% 4.931
High 4.757 4.700 -0.057 -1.2% 5.008
Low 4.690 4.597 -0.093 -2.0% 4.690
Close 4.729 4.659 -0.070 -1.5% 4.729
Range 0.067 0.103 0.036 53.7% 0.318
ATR 0.157 0.155 -0.002 -1.1% 0.000
Volume 15,697 16,740 1,043 6.6% 60,206
Daily Pivots for day following 08-Mar-2010
Classic Woodie Camarilla DeMark
R4 4.961 4.913 4.716
R3 4.858 4.810 4.687
R2 4.755 4.755 4.678
R1 4.707 4.707 4.668 4.680
PP 4.652 4.652 4.652 4.638
S1 4.604 4.604 4.650 4.577
S2 4.549 4.549 4.640
S3 4.446 4.501 4.631
S4 4.343 4.398 4.602
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.763 5.564 4.904
R3 5.445 5.246 4.816
R2 5.127 5.127 4.787
R1 4.928 4.928 4.758 4.869
PP 4.809 4.809 4.809 4.779
S1 4.610 4.610 4.700 4.551
S2 4.491 4.491 4.671
S3 4.173 4.292 4.642
S4 3.855 3.974 4.554
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.920 4.597 0.323 6.9% 0.113 2.4% 19% False True 13,692
10 5.075 4.597 0.478 10.3% 0.122 2.6% 13% False True 11,371
20 5.738 4.597 1.141 24.5% 0.146 3.1% 5% False True 10,654
40 5.830 4.597 1.233 26.5% 0.166 3.6% 5% False True 8,234
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 0.031
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.138
2.618 4.970
1.618 4.867
1.000 4.803
0.618 4.764
HIGH 4.700
0.618 4.661
0.500 4.649
0.382 4.636
LOW 4.597
0.618 4.533
1.000 4.494
1.618 4.430
2.618 4.327
4.250 4.159
Fisher Pivots for day following 08-Mar-2010
Pivot 1 day 3 day
R1 4.656 4.754
PP 4.652 4.722
S1 4.649 4.691

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

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