NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 01-Feb-2010
Day Change Summary
Previous Current
29-Jan-2010 01-Feb-2010 Change Change % Previous Week
Open 5.190 5.247 0.057 1.1% 5.749
High 5.285 5.450 0.165 3.1% 5.786
Low 5.094 5.236 0.142 2.8% 5.060
Close 5.131 5.434 0.303 5.9% 5.131
Range 0.191 0.214 0.023 12.0% 0.726
ATR 0.249 0.254 0.005 2.0% 0.000
Volume 107,007 79,679 -27,328 -25.5% 466,919
Daily Pivots for day following 01-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.015 5.939 5.552
R3 5.801 5.725 5.493
R2 5.587 5.587 5.473
R1 5.511 5.511 5.454 5.549
PP 5.373 5.373 5.373 5.393
S1 5.297 5.297 5.414 5.335
S2 5.159 5.159 5.395
S3 4.945 5.083 5.375
S4 4.731 4.869 5.316
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 7.504 7.043 5.530
R3 6.778 6.317 5.331
R2 6.052 6.052 5.264
R1 5.591 5.591 5.198 5.459
PP 5.326 5.326 5.326 5.259
S1 4.865 4.865 5.064 4.733
S2 4.600 4.600 4.998
S3 3.874 4.139 4.931
S4 3.148 3.413 4.732
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.668 5.060 0.608 11.2% 0.229 4.2% 62% False False 92,288
10 5.804 5.060 0.744 13.7% 0.215 4.0% 50% False False 81,057
20 6.027 5.060 0.967 17.8% 0.244 4.5% 39% False False 67,958
40 6.027 4.550 1.477 27.2% 0.246 4.5% 60% False False 50,315
60 6.027 4.550 1.477 27.2% 0.238 4.4% 60% False False 38,205
80 6.242 4.550 1.692 31.1% 0.231 4.2% 52% False False 30,753
100 6.242 4.550 1.692 31.1% 0.230 4.2% 52% False False 25,890
120 6.242 4.550 1.692 31.1% 0.211 3.9% 52% False False 22,167
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 0.032
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.360
2.618 6.010
1.618 5.796
1.000 5.664
0.618 5.582
HIGH 5.450
0.618 5.368
0.500 5.343
0.382 5.318
LOW 5.236
0.618 5.104
1.000 5.022
1.618 4.890
2.618 4.676
4.250 4.327
Fisher Pivots for day following 01-Feb-2010
Pivot 1 day 3 day
R1 5.404 5.374
PP 5.373 5.315
S1 5.343 5.255

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

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