NYMEX Natural Gas Future August 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 4.860 4.765 -0.095 -2.0% 5.050
High 4.875 4.875 0.000 0.0% 5.139
Low 4.755 4.731 -0.024 -0.5% 4.840
Close 4.797 4.851 0.054 1.1% 4.883
Range 0.120 0.144 0.024 20.0% 0.299
ATR 0.138 0.138 0.000 0.3% 0.000
Volume 4,967 5,316 349 7.0% 21,000
Daily Pivots for day following 10-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.251 5.195 4.930
R3 5.107 5.051 4.891
R2 4.963 4.963 4.877
R1 4.907 4.907 4.864 4.935
PP 4.819 4.819 4.819 4.833
S1 4.763 4.763 4.838 4.791
S2 4.675 4.675 4.825
S3 4.531 4.619 4.811
S4 4.387 4.475 4.772
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 5.050 4.731 0.319 6.6% 0.126 2.6% 38% False True 5,110
10 5.146 4.731 0.415 8.6% 0.114 2.3% 29% False True 4,181
20 5.752 4.731 1.021 21.0% 0.114 2.4% 12% False True 4,052
40 5.960 4.731 1.229 25.3% 0.131 2.7% 10% False True 3,180
60 6.111 4.731 1.380 28.4% 0.145 3.0% 9% False True 3,182
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.487
2.618 5.252
1.618 5.108
1.000 5.019
0.618 4.964
HIGH 4.875
0.618 4.820
0.500 4.803
0.382 4.786
LOW 4.731
0.618 4.642
1.000 4.587
1.618 4.498
2.618 4.354
4.250 4.119
Fisher Pivots for day following 10-Mar-2010
Pivot 1 day 3 day
R1 4.835 4.835
PP 4.819 4.819
S1 4.803 4.803

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

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