NYMEX Natural Gas Future September 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 4.906 4.856 -0.050 -1.0% 5.016
High 4.936 4.900 -0.036 -0.7% 5.167
Low 4.888 4.793 -0.095 -1.9% 4.879
Close 4.923 4.856 -0.067 -1.4% 4.923
Range 0.048 0.107 0.059 122.9% 0.288
ATR 0.140 0.139 -0.001 -0.5% 0.000
Volume 4,945 5,064 119 2.4% 16,283
Daily Pivots for day following 08-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.171 5.120 4.915
R3 5.064 5.013 4.885
R2 4.957 4.957 4.876
R1 4.906 4.906 4.866 4.910
PP 4.850 4.850 4.850 4.851
S1 4.799 4.799 4.846 4.803
S2 4.743 4.743 4.836
S3 4.636 4.692 4.827
S4 4.529 4.585 4.797
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.854 5.676 5.081
R3 5.566 5.388 5.002
R2 5.278 5.278 4.976
R1 5.100 5.100 4.949 5.045
PP 4.990 4.990 4.990 4.962
S1 4.812 4.812 4.897 4.757
S2 4.702 4.702 4.870
S3 4.414 4.524 4.844
S4 4.126 4.236 4.765
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.096 4.793 0.303 6.2% 0.105 2.2% 21% False True 3,780
10 5.250 4.793 0.457 9.4% 0.110 2.3% 14% False True 3,434
20 5.884 4.793 1.091 22.5% 0.129 2.7% 6% False True 3,251
40 5.990 4.793 1.197 24.6% 0.136 2.8% 5% False True 2,502
60 6.160 4.793 1.367 28.2% 0.148 3.0% 5% False True 2,416
80 6.160 4.793 1.367 28.2% 0.148 3.0% 5% False True 2,297
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 0.016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.355
2.618 5.180
1.618 5.073
1.000 5.007
0.618 4.966
HIGH 4.900
0.618 4.859
0.500 4.847
0.382 4.834
LOW 4.793
0.618 4.727
1.000 4.686
1.618 4.620
2.618 4.513
4.250 4.338
Fisher Pivots for day following 08-Mar-2010
Pivot 1 day 3 day
R1 4.853 4.937
PP 4.850 4.910
S1 4.847 4.883

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

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