NYMEX Natural Gas Future July 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 4.934 4.955 0.021 0.4% 5.127
High 4.973 5.000 0.027 0.5% 5.216
Low 4.890 4.909 0.019 0.4% 4.967
Close 4.934 4.977 0.043 0.9% 5.043
Range 0.083 0.091 0.008 9.6% 0.249
ATR 0.158 0.153 -0.005 -3.0% 0.000
Volume 7,549 9,274 1,725 22.9% 29,382
Daily Pivots for day following 03-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.235 5.197 5.027
R3 5.144 5.106 5.002
R2 5.053 5.053 4.994
R1 5.015 5.015 4.985 5.034
PP 4.962 4.962 4.962 4.972
S1 4.924 4.924 4.969 4.943
S2 4.871 4.871 4.960
S3 4.780 4.833 4.952
S4 4.689 4.742 4.927
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 5.085 4.890 0.195 3.9% 0.112 2.2% 45% False False 6,658
10 5.524 4.890 0.634 12.7% 0.122 2.5% 14% False False 6,482
20 5.810 4.890 0.920 18.5% 0.144 2.9% 9% False False 6,369
40 6.050 4.890 1.160 23.3% 0.160 3.2% 8% False False 5,044
60 6.075 4.890 1.185 23.8% 0.170 3.4% 7% False False 4,187
80 6.075 4.848 1.227 24.7% 0.170 3.4% 11% False False 3,501
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 False
Bear Hook False
Bull Hook False
Stretch 0.025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.387
2.618 5.238
1.618 5.147
1.000 5.091
0.618 5.056
HIGH 5.000
0.618 4.965
0.500 4.955
0.382 4.944
LOW 4.909
0.618 4.853
1.000 4.818
1.618 4.762
2.618 4.671
4.250 4.522
Fisher Pivots for day following 03-Mar-2010
Pivot 1 day 3 day
R1 4.970 4.988
PP 4.962 4.984
S1 4.955 4.981

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

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