NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 09-Mar-2010
Day Change Summary
Previous Current
08-Mar-2010 09-Mar-2010 Change Change % Previous Week
Open 4.856 4.857 0.001 0.0% 5.016
High 4.900 4.914 0.014 0.3% 5.167
Low 4.793 4.796 0.003 0.1% 4.879
Close 4.856 4.836 -0.020 -0.4% 4.923
Range 0.107 0.118 0.011 10.3% 0.288
ATR 0.139 0.138 -0.002 -1.1% 0.000
Volume 5,064 4,506 -558 -11.0% 16,283
Daily Pivots for day following 09-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.203 5.137 4.901
R3 5.085 5.019 4.868
R2 4.967 4.967 4.858
R1 4.901 4.901 4.847 4.875
PP 4.849 4.849 4.849 4.836
S1 4.783 4.783 4.825 4.757
S2 4.731 4.731 4.814
S3 4.613 4.665 4.804
S4 4.495 4.547 4.771
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 5.096 4.793 0.303 6.3% 0.113 2.3% 14% False False 4,258
10 5.229 4.793 0.436 9.0% 0.108 2.2% 10% False False 3,397
20 5.789 4.793 0.996 20.6% 0.125 2.6% 4% False False 3,309
40 5.990 4.793 1.197 24.8% 0.136 2.8% 4% False False 2,582
60 6.160 4.793 1.367 28.3% 0.146 3.0% 3% False False 2,438
80 6.160 4.793 1.367 28.3% 0.148 3.1% 3% False False 2,266
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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.416
2.618 5.223
1.618 5.105
1.000 5.032
0.618 4.987
HIGH 4.914
0.618 4.869
0.500 4.855
0.382 4.841
LOW 4.796
0.618 4.723
1.000 4.678
1.618 4.605
2.618 4.487
4.250 4.295
Fisher Pivots for day following 09-Mar-2010
Pivot 1 day 3 day
R1 4.855 4.865
PP 4.849 4.855
S1 4.842 4.846

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

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