NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 01-Mar-2010
Day Change Summary
Previous Current
26-Feb-2010 01-Mar-2010 Change Change % Previous Week
Open 5.019 4.912 -0.107 -2.1% 5.127
High 5.070 5.085 0.015 0.3% 5.216
Low 4.967 4.903 -0.064 -1.3% 4.967
Close 5.043 4.912 -0.131 -2.6% 5.043
Range 0.103 0.182 0.079 76.7% 0.249
ATR 0.162 0.164 0.001 0.9% 0.000
Volume 4,829 6,348 1,519 31.5% 29,382
Daily Pivots for day following 01-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.513 5.394 5.012
R3 5.331 5.212 4.962
R2 5.149 5.149 4.945
R1 5.030 5.030 4.929 5.003
PP 4.967 4.967 4.967 4.953
S1 4.848 4.848 4.895 4.821
S2 4.785 4.785 4.879
S3 4.603 4.666 4.862
S4 4.421 4.484 4.812
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 5.822 5.682 5.180
R3 5.573 5.433 5.111
R2 5.324 5.324 5.089
R1 5.184 5.184 5.066 5.130
PP 5.075 5.075 5.075 5.048
S1 4.935 4.935 5.020 4.881
S2 4.826 4.826 4.997
S3 4.577 4.686 4.975
S4 4.328 4.437 4.906
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.155 4.903 0.252 5.1% 0.126 2.6% 4% False True 5,760
10 5.703 4.903 0.800 16.3% 0.133 2.7% 1% False True 6,182
20 5.810 4.903 0.907 18.5% 0.150 3.1% 1% False True 5,845
40 6.050 4.903 1.147 23.4% 0.166 3.4% 1% False True 4,738
60 6.075 4.848 1.227 25.0% 0.174 3.5% 5% False False 3,964
80 6.075 4.848 1.227 25.0% 0.171 3.5% 5% False False 3,341
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 5.859
2.618 5.561
1.618 5.379
1.000 5.267
0.618 5.197
HIGH 5.085
0.618 5.015
0.500 4.994
0.382 4.973
LOW 4.903
0.618 4.791
1.000 4.721
1.618 4.609
2.618 4.427
4.250 4.130
Fisher Pivots for day following 01-Mar-2010
Pivot 1 day 3 day
R1 4.994 4.994
PP 4.967 4.967
S1 4.939 4.939

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

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