NYMEX Natural Gas Future September 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 4.903 4.906 0.003 0.1% 5.016
High 5.081 4.936 -0.145 -2.9% 5.167
Low 4.879 4.888 0.009 0.2% 4.879
Close 4.903 4.923 0.020 0.4% 4.923
Range 0.202 0.048 -0.154 -76.2% 0.288
ATR 0.147 0.140 -0.007 -4.8% 0.000
Volume 3,600 4,945 1,345 37.4% 16,283
Daily Pivots for day following 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.060 5.039 4.949
R3 5.012 4.991 4.936
R2 4.964 4.964 4.932
R1 4.943 4.943 4.927 4.954
PP 4.916 4.916 4.916 4.921
S1 4.895 4.895 4.919 4.906
S2 4.868 4.868 4.914
S3 4.820 4.847 4.910
S4 4.772 4.799 4.897
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.854 5.676 5.081
R3 5.566 5.388 5.002
R2 5.278 5.278 4.976
R1 5.100 5.100 4.949 5.045
PP 4.990 4.990 4.990 4.962
S1 4.812 4.812 4.897 4.757
S2 4.702 4.702 4.870
S3 4.414 4.524 4.844
S4 4.126 4.236 4.765
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.167 4.879 0.288 5.9% 0.115 2.3% 15% False False 3,256
10 5.300 4.879 0.421 8.6% 0.112 2.3% 10% False False 3,266
20 5.884 4.879 1.005 20.4% 0.133 2.7% 4% False False 3,110
40 6.160 4.879 1.281 26.0% 0.139 2.8% 3% False False 2,436
60 6.160 4.879 1.281 26.0% 0.148 3.0% 3% False False 2,356
80 6.160 4.879 1.281 26.0% 0.149 3.0% 3% False False 2,257
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 0.012
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 5.140
2.618 5.062
1.618 5.014
1.000 4.984
0.618 4.966
HIGH 4.936
0.618 4.918
0.500 4.912
0.382 4.906
LOW 4.888
0.618 4.858
1.000 4.840
1.618 4.810
2.618 4.762
4.250 4.684
Fisher Pivots for day following 05-Mar-2010
Pivot 1 day 3 day
R1 4.919 4.988
PP 4.916 4.966
S1 4.912 4.945

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

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