NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 05-Mar-2010
Day Change Summary
Previous Current
04-Mar-2010 05-Mar-2010 Change Change % Previous Week
Open 4.806 4.797 -0.009 -0.2% 4.912
High 4.987 4.843 -0.144 -2.9% 5.085
Low 4.777 4.779 0.002 0.0% 4.777
Close 4.806 4.820 0.014 0.3% 4.820
Range 0.210 0.064 -0.146 -69.5% 0.308
ATR 0.157 0.150 -0.007 -4.2% 0.000
Volume 9,547 11,808 2,261 23.7% 44,526
Daily Pivots for day following 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.006 4.977 4.855
R3 4.942 4.913 4.838
R2 4.878 4.878 4.832
R1 4.849 4.849 4.826 4.864
PP 4.814 4.814 4.814 4.821
S1 4.785 4.785 4.814 4.800
S2 4.750 4.750 4.808
S3 4.686 4.721 4.802
S4 4.622 4.657 4.785
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.818 5.627 4.989
R3 5.510 5.319 4.905
R2 5.202 5.202 4.876
R1 5.011 5.011 4.848 4.953
PP 4.894 4.894 4.894 4.865
S1 4.703 4.703 4.792 4.645
S2 4.586 4.586 4.764
S3 4.278 4.395 4.735
S4 3.970 4.087 4.651
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% 0.126 2.6% 14% False False 8,905
10 5.216 4.777 0.439 9.1% 0.122 2.5% 10% False False 7,390
20 5.810 4.777 1.033 21.4% 0.140 2.9% 4% False False 7,023
40 6.050 4.777 1.273 26.4% 0.157 3.3% 3% False False 5,462
60 6.075 4.777 1.298 26.9% 0.168 3.5% 3% False False 4,443
80 6.075 4.777 1.298 26.9% 0.171 3.5% 3% False False 3,733
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Narrowest range in 93 trading days
Fibonacci Retracements and Extensions
4.250 5.115
2.618 5.011
1.618 4.947
1.000 4.907
0.618 4.883
HIGH 4.843
0.618 4.819
0.500 4.811
0.382 4.803
LOW 4.779
0.618 4.739
1.000 4.715
1.618 4.675
2.618 4.611
4.250 4.507
Fisher Pivots for day following 05-Mar-2010
Pivot 1 day 3 day
R1 4.817 4.889
PP 4.814 4.866
S1 4.811 4.843

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

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