NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 02-Mar-2010
Day Change Summary
Previous Current
01-Mar-2010 02-Mar-2010 Change Change % Previous Week
Open 4.912 4.934 0.022 0.4% 5.127
High 5.085 4.973 -0.112 -2.2% 5.216
Low 4.903 4.890 -0.013 -0.3% 4.967
Close 4.912 4.934 0.022 0.4% 5.043
Range 0.182 0.083 -0.099 -54.4% 0.249
ATR 0.164 0.158 -0.006 -3.5% 0.000
Volume 6,348 7,549 1,201 18.9% 29,382
Daily Pivots for day following 02-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.181 5.141 4.980
R3 5.098 5.058 4.957
R2 5.015 5.015 4.949
R1 4.975 4.975 4.942 4.976
PP 4.932 4.932 4.932 4.933
S1 4.892 4.892 4.926 4.893
S2 4.849 4.849 4.919
S3 4.766 4.809 4.911
S4 4.683 4.726 4.888
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 5.148 4.890 0.258 5.2% 0.117 2.4% 17% False True 5,969
10 5.571 4.890 0.681 13.8% 0.123 2.5% 6% False True 6,070
20 5.810 4.890 0.920 18.6% 0.145 2.9% 5% False True 6,061
40 6.050 4.890 1.160 23.5% 0.161 3.3% 4% False True 4,882
60 6.075 4.848 1.227 24.9% 0.172 3.5% 7% False False 4,064
80 6.075 4.848 1.227 24.9% 0.170 3.5% 7% False False 3,396
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.022
Narrowest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 5.326
2.618 5.190
1.618 5.107
1.000 5.056
0.618 5.024
HIGH 4.973
0.618 4.941
0.500 4.932
0.382 4.922
LOW 4.890
0.618 4.839
1.000 4.807
1.618 4.756
2.618 4.673
4.250 4.537
Fisher Pivots for day following 02-Mar-2010
Pivot 1 day 3 day
R1 4.933 4.988
PP 4.932 4.970
S1 4.932 4.952

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

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