NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 08-Mar-2010
Day Change Summary
Previous Current
05-Mar-2010 08-Mar-2010 Change Change % Previous Week
Open 5.014 4.967 -0.047 -0.9% 5.198
High 5.047 4.995 -0.052 -1.0% 5.299
Low 4.970 4.905 -0.065 -1.3% 4.970
Close 5.024 4.957 -0.067 -1.3% 5.024
Range 0.077 0.090 0.013 16.9% 0.329
ATR 0.140 0.138 -0.001 -1.1% 0.000
Volume 12,575 9,343 -3,232 -25.7% 51,247
Daily Pivots for day following 08-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.222 5.180 5.007
R3 5.132 5.090 4.982
R2 5.042 5.042 4.974
R1 5.000 5.000 4.965 4.976
PP 4.952 4.952 4.952 4.941
S1 4.910 4.910 4.949 4.886
S2 4.862 4.862 4.941
S3 4.772 4.820 4.932
S4 4.682 4.730 4.908
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 6.085 5.883 5.205
R3 5.756 5.554 5.114
R2 5.427 5.427 5.084
R1 5.225 5.225 5.054 5.162
PP 5.098 5.098 5.098 5.066
S1 4.896 4.896 4.994 4.833
S2 4.769 4.769 4.964
S3 4.440 4.567 4.934
S4 4.111 4.238 4.843
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.201 4.905 0.296 6.0% 0.109 2.2% 18% False True 10,724
10 5.340 4.905 0.435 8.8% 0.115 2.3% 12% False True 9,584
20 6.000 4.905 1.095 22.1% 0.128 2.6% 5% False True 9,479
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.033
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.378
2.618 5.231
1.618 5.141
1.000 5.085
0.618 5.051
HIGH 4.995
0.618 4.961
0.500 4.950
0.382 4.939
LOW 4.905
0.618 4.849
1.000 4.815
1.618 4.759
2.618 4.669
4.250 4.523
Fisher Pivots for day following 08-Mar-2010
Pivot 1 day 3 day
R1 4.955 5.047
PP 4.952 5.017
S1 4.950 4.987

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

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