NYMEX Natural Gas Future August 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 4.819 4.860 0.041 0.9% 5.050
High 4.853 4.875 0.022 0.5% 5.139
Low 4.757 4.755 -0.002 0.0% 4.840
Close 4.814 4.797 -0.017 -0.4% 4.883
Range 0.096 0.120 0.024 25.0% 0.299
ATR 0.139 0.138 -0.001 -1.0% 0.000
Volume 5,023 4,967 -56 -1.1% 21,000
Daily Pivots for day following 09-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.169 5.103 4.863
R3 5.049 4.983 4.830
R2 4.929 4.929 4.819
R1 4.863 4.863 4.808 4.836
PP 4.809 4.809 4.809 4.796
S1 4.743 4.743 4.786 4.716
S2 4.689 4.689 4.775
S3 4.569 4.623 4.764
S4 4.449 4.503 4.731
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 5.058 4.755 0.303 6.3% 0.114 2.4% 14% False True 4,794
10 5.199 4.755 0.444 9.3% 0.111 2.3% 9% False True 3,946
20 5.752 4.755 0.997 20.8% 0.115 2.4% 4% False True 3,913
40 5.960 4.755 1.205 25.1% 0.132 2.8% 3% False True 3,081
60 6.111 4.755 1.356 28.3% 0.149 3.1% 3% False True 3,128
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.385
2.618 5.189
1.618 5.069
1.000 4.995
0.618 4.949
HIGH 4.875
0.618 4.829
0.500 4.815
0.382 4.801
LOW 4.755
0.618 4.681
1.000 4.635
1.618 4.561
2.618 4.441
4.250 4.245
Fisher Pivots for day following 09-Mar-2010
Pivot 1 day 3 day
R1 4.815 4.833
PP 4.809 4.821
S1 4.803 4.809

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

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