NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 10-Mar-2010
Day Change Summary
Previous Current
09-Mar-2010 10-Mar-2010 Change Change % Previous Week
Open 4.857 4.838 -0.019 -0.4% 5.016
High 4.914 4.910 -0.004 -0.1% 5.167
Low 4.796 4.767 -0.029 -0.6% 4.879
Close 4.836 4.886 0.050 1.0% 4.923
Range 0.118 0.143 0.025 21.2% 0.288
ATR 0.138 0.138 0.000 0.3% 0.000
Volume 4,506 6,527 2,021 44.9% 16,283
Daily Pivots for day following 10-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.283 5.228 4.965
R3 5.140 5.085 4.925
R2 4.997 4.997 4.912
R1 4.942 4.942 4.899 4.970
PP 4.854 4.854 4.854 4.868
S1 4.799 4.799 4.873 4.827
S2 4.711 4.711 4.860
S3 4.568 4.656 4.847
S4 4.425 4.513 4.807
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 5.081 4.767 0.314 6.4% 0.124 2.5% 38% False True 4,928
10 5.180 4.767 0.413 8.5% 0.112 2.3% 29% False True 3,767
20 5.789 4.767 1.022 20.9% 0.123 2.5% 12% False True 3,520
40 5.990 4.767 1.223 25.0% 0.136 2.8% 10% False True 2,715
60 6.160 4.767 1.393 28.5% 0.143 2.9% 9% False True 2,516
80 6.160 4.767 1.393 28.5% 0.149 3.0% 9% False True 2,332
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.029
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.518
2.618 5.284
1.618 5.141
1.000 5.053
0.618 4.998
HIGH 4.910
0.618 4.855
0.500 4.839
0.382 4.822
LOW 4.767
0.618 4.679
1.000 4.624
1.618 4.536
2.618 4.393
4.250 4.159
Fisher Pivots for day following 10-Mar-2010
Pivot 1 day 3 day
R1 4.870 4.871
PP 4.854 4.856
S1 4.839 4.841

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

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