NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 11-Mar-2010
Day Change Summary
Previous Current
10-Mar-2010 11-Mar-2010 Change Change % Previous Week
Open 4.765 4.827 0.062 1.3% 5.050
High 4.875 4.827 -0.048 -1.0% 5.139
Low 4.731 4.717 -0.014 -0.3% 4.840
Close 4.851 4.740 -0.111 -2.3% 4.883
Range 0.144 0.110 -0.034 -23.6% 0.299
ATR 0.138 0.138 0.000 -0.2% 0.000
Volume 5,316 13,262 7,946 149.5% 21,000
Daily Pivots for day following 11-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.091 5.026 4.801
R3 4.981 4.916 4.770
R2 4.871 4.871 4.760
R1 4.806 4.806 4.750 4.784
PP 4.761 4.761 4.761 4.750
S1 4.696 4.696 4.730 4.674
S2 4.651 4.651 4.720
S3 4.541 4.586 4.710
S4 4.431 4.476 4.680
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 4.910 4.717 0.193 4.1% 0.108 2.3% 12% False True 7,012
10 5.139 4.717 0.422 8.9% 0.114 2.4% 5% False True 5,253
20 5.752 4.717 1.035 21.8% 0.115 2.4% 2% False True 4,487
40 5.960 4.717 1.243 26.2% 0.132 2.8% 2% False True 3,440
60 6.111 4.717 1.394 29.4% 0.144 3.0% 2% False True 3,329
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.295
2.618 5.115
1.618 5.005
1.000 4.937
0.618 4.895
HIGH 4.827
0.618 4.785
0.500 4.772
0.382 4.759
LOW 4.717
0.618 4.649
1.000 4.607
1.618 4.539
2.618 4.429
4.250 4.250
Fisher Pivots for day following 11-Mar-2010
Pivot 1 day 3 day
R1 4.772 4.796
PP 4.761 4.777
S1 4.751 4.759

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

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