NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 04-Mar-2010
Day Change Summary
Previous Current
03-Mar-2010 04-Mar-2010 Change Change % Previous Week
Open 4.979 5.006 0.027 0.5% 5.204
High 5.058 5.050 -0.008 -0.2% 5.210
Low 4.972 4.850 -0.122 -2.5% 5.040
Close 5.038 4.867 -0.171 -3.4% 5.107
Range 0.086 0.200 0.114 132.6% 0.170
ATR 0.141 0.145 0.004 3.0% 0.000
Volume 3,735 3,754 19 0.5% 15,418
Daily Pivots for day following 04-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.522 5.395 4.977
R3 5.322 5.195 4.922
R2 5.122 5.122 4.904
R1 4.995 4.995 4.885 4.959
PP 4.922 4.922 4.922 4.904
S1 4.795 4.795 4.849 4.759
S2 4.722 4.722 4.830
S3 4.522 4.595 4.812
S4 4.322 4.395 4.757
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 5.139 4.850 0.289 5.9% 0.120 2.5% 6% False True 3,494
10 5.360 4.850 0.510 10.5% 0.105 2.1% 3% False True 3,659
20 5.864 4.850 1.014 20.8% 0.128 2.6% 2% False True 3,527
40 6.111 4.850 1.261 25.9% 0.138 2.8% 1% False True 2,990
60 6.111 4.850 1.261 25.9% 0.155 3.2% 1% False True 2,987
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 5.900
2.618 5.574
1.618 5.374
1.000 5.250
0.618 5.174
HIGH 5.050
0.618 4.974
0.500 4.950
0.382 4.926
LOW 4.850
0.618 4.726
1.000 4.650
1.618 4.526
2.618 4.326
4.250 4.000
Fisher Pivots for day following 04-Mar-2010
Pivot 1 day 3 day
R1 4.950 4.954
PP 4.922 4.925
S1 4.895 4.896

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

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