NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 04-Mar-2010
Day Change Summary
Previous Current
03-Mar-2010 04-Mar-2010 Change Change % Previous Week
Open 4.955 4.806 -0.149 -3.0% 5.127
High 5.000 4.987 -0.013 -0.3% 5.216
Low 4.909 4.777 -0.132 -2.7% 4.967
Close 4.977 4.806 -0.171 -3.4% 5.043
Range 0.091 0.210 0.119 130.8% 0.249
ATR 0.153 0.157 0.004 2.7% 0.000
Volume 9,274 9,547 273 2.9% 29,382
Daily Pivots for day following 04-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.487 5.356 4.922
R3 5.277 5.146 4.864
R2 5.067 5.067 4.845
R1 4.936 4.936 4.825 4.911
PP 4.857 4.857 4.857 4.844
S1 4.726 4.726 4.787 4.701
S2 4.647 4.647 4.768
S3 4.437 4.516 4.748
S4 4.227 4.306 4.691
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 4.777 0.308 6.4% 0.134 2.8% 9% False True 7,509
10 5.330 4.777 0.553 11.5% 0.126 2.6% 5% False True 6,955
20 5.810 4.777 1.033 21.5% 0.147 3.1% 3% False True 6,620
40 6.050 4.777 1.273 26.5% 0.161 3.3% 2% False True 5,222
60 6.075 4.777 1.298 27.0% 0.172 3.6% 2% False True 4,288
80 6.075 4.777 1.298 27.0% 0.171 3.6% 2% False True 3,601
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 5.880
2.618 5.537
1.618 5.327
1.000 5.197
0.618 5.117
HIGH 4.987
0.618 4.907
0.500 4.882
0.382 4.857
LOW 4.777
0.618 4.647
1.000 4.567
1.618 4.437
2.618 4.227
4.250 3.885
Fisher Pivots for day following 04-Mar-2010
Pivot 1 day 3 day
R1 4.882 4.889
PP 4.857 4.861
S1 4.831 4.834

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

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