NYMEX Natural Gas Future July 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 4.797 4.770 -0.027 -0.6% 4.912
High 4.843 4.783 -0.060 -1.2% 5.085
Low 4.779 4.689 -0.090 -1.9% 4.777
Close 4.820 4.750 -0.070 -1.5% 4.820
Range 0.064 0.094 0.030 46.9% 0.308
ATR 0.150 0.149 -0.001 -0.9% 0.000
Volume 11,808 12,540 732 6.2% 44,526
Daily Pivots for day following 08-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.023 4.980 4.802
R3 4.929 4.886 4.776
R2 4.835 4.835 4.767
R1 4.792 4.792 4.759 4.767
PP 4.741 4.741 4.741 4.728
S1 4.698 4.698 4.741 4.673
S2 4.647 4.647 4.733
S3 4.553 4.604 4.724
S4 4.459 4.510 4.698
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.818 5.627 4.989
R3 5.510 5.319 4.905
R2 5.202 5.202 4.876
R1 5.011 5.011 4.848 4.953
PP 4.894 4.894 4.894 4.865
S1 4.703 4.703 4.792 4.645
S2 4.586 4.586 4.764
S3 4.278 4.395 4.735
S4 3.970 4.087 4.651
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.000 4.689 0.311 6.5% 0.108 2.3% 20% False True 10,143
10 5.155 4.689 0.466 9.8% 0.117 2.5% 13% False True 7,951
20 5.810 4.689 1.121 23.6% 0.136 2.9% 5% False True 7,393
40 5.900 4.689 1.211 25.5% 0.154 3.2% 5% False True 5,701
60 6.075 4.689 1.386 29.2% 0.167 3.5% 4% False True 4,609
80 6.075 4.689 1.386 29.2% 0.170 3.6% 4% False True 3,866
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 0.023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.183
2.618 5.029
1.618 4.935
1.000 4.877
0.618 4.841
HIGH 4.783
0.618 4.747
0.500 4.736
0.382 4.725
LOW 4.689
0.618 4.631
1.000 4.595
1.618 4.537
2.618 4.443
4.250 4.290
Fisher Pivots for day following 08-Mar-2010
Pivot 1 day 3 day
R1 4.745 4.838
PP 4.741 4.809
S1 4.736 4.779

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

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