NYMEX Natural Gas Future August 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 5.006 4.840 -0.166 -3.3% 5.050
High 5.050 4.910 -0.140 -2.8% 5.139
Low 4.850 4.840 -0.010 -0.2% 4.840
Close 4.867 4.883 0.016 0.3% 4.883
Range 0.200 0.070 -0.130 -65.0% 0.299
ATR 0.145 0.140 -0.005 -3.7% 0.000
Volume 3,754 6,494 2,740 73.0% 21,000
Daily Pivots for day following 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.088 5.055 4.922
R3 5.018 4.985 4.902
R2 4.948 4.948 4.896
R1 4.915 4.915 4.889 4.932
PP 4.878 4.878 4.878 4.886
S1 4.845 4.845 4.877 4.862
S2 4.808 4.808 4.870
S3 4.738 4.775 4.864
S4 4.668 4.705 4.845
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.851 5.666 5.047
R3 5.552 5.367 4.965
R2 5.253 5.253 4.938
R1 5.068 5.068 4.910 5.011
PP 4.954 4.954 4.954 4.926
S1 4.769 4.769 4.856 4.712
S2 4.655 4.655 4.828
S3 4.356 4.470 4.801
S4 4.057 4.171 4.719
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.139 4.840 0.299 6.1% 0.120 2.5% 14% False True 4,200
10 5.210 4.840 0.370 7.6% 0.104 2.1% 12% False True 3,641
20 5.864 4.840 1.024 21.0% 0.123 2.5% 4% False True 3,748
40 6.111 4.840 1.271 26.0% 0.136 2.8% 3% False True 3,095
60 6.111 4.840 1.271 26.0% 0.151 3.1% 3% False True 3,069
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.023
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.208
2.618 5.093
1.618 5.023
1.000 4.980
0.618 4.953
HIGH 4.910
0.618 4.883
0.500 4.875
0.382 4.867
LOW 4.840
0.618 4.797
1.000 4.770
1.618 4.727
2.618 4.657
4.250 4.543
Fisher Pivots for day following 05-Mar-2010
Pivot 1 day 3 day
R1 4.880 4.949
PP 4.878 4.927
S1 4.875 4.905

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

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