NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 02-Mar-2010
Day Change Summary
Previous Current
01-Mar-2010 02-Mar-2010 Change Change % Previous Week
Open 5.050 4.997 -0.053 -1.0% 5.204
High 5.139 5.027 -0.112 -2.2% 5.210
Low 4.960 4.960 0.000 0.0% 5.040
Close 4.976 4.997 0.021 0.4% 5.107
Range 0.179 0.067 -0.112 -62.6% 0.170
ATR 0.151 0.145 -0.006 -4.0% 0.000
Volume 2,690 4,327 1,637 60.9% 15,418
Daily Pivots for day following 02-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.196 5.163 5.034
R3 5.129 5.096 5.015
R2 5.062 5.062 5.009
R1 5.029 5.029 5.003 5.031
PP 4.995 4.995 4.995 4.995
S1 4.962 4.962 4.991 4.964
S2 4.928 4.928 4.985
S3 4.861 4.895 4.979
S4 4.794 4.828 4.960
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 5.629 5.538 5.201
R3 5.459 5.368 5.154
R2 5.289 5.289 5.138
R1 5.198 5.198 5.123 5.159
PP 5.119 5.119 5.119 5.099
S1 5.028 5.028 5.091 4.989
S2 4.949 4.949 5.076
S3 4.779 4.858 5.060
S4 4.609 4.688 5.014
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.199 4.960 0.239 4.8% 0.107 2.1% 15% False True 3,098
10 5.626 4.960 0.666 13.3% 0.104 2.1% 6% False True 3,682
20 5.864 4.960 0.904 18.1% 0.127 2.5% 4% False True 3,383
40 6.111 4.960 1.151 23.0% 0.138 2.8% 3% False True 2,955
60 6.111 4.920 1.191 23.8% 0.154 3.1% 6% False False 2,950
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Narrowest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 5.312
2.618 5.202
1.618 5.135
1.000 5.094
0.618 5.068
HIGH 5.027
0.618 5.001
0.500 4.994
0.382 4.986
LOW 4.960
0.618 4.919
1.000 4.893
1.618 4.852
2.618 4.785
4.250 4.675
Fisher Pivots for day following 02-Mar-2010
Pivot 1 day 3 day
R1 4.996 5.050
PP 4.995 5.032
S1 4.994 5.015

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

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