NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 01-Mar-2010
Day Change Summary
Previous Current
26-Feb-2010 01-Mar-2010 Change Change % Previous Week
Open 5.082 5.050 -0.032 -0.6% 5.204
High 5.130 5.139 0.009 0.2% 5.210
Low 5.060 4.960 -0.100 -2.0% 5.040
Close 5.107 4.976 -0.131 -2.6% 5.107
Range 0.070 0.179 0.109 155.7% 0.170
ATR 0.149 0.151 0.002 1.4% 0.000
Volume 2,964 2,690 -274 -9.2% 15,418
Daily Pivots for day following 01-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.562 5.448 5.074
R3 5.383 5.269 5.025
R2 5.204 5.204 5.009
R1 5.090 5.090 4.992 5.058
PP 5.025 5.025 5.025 5.009
S1 4.911 4.911 4.960 4.879
S2 4.846 4.846 4.943
S3 4.667 4.732 4.927
S4 4.488 4.553 4.878
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 5.629 5.538 5.201
R3 5.459 5.368 5.154
R2 5.289 5.289 5.138
R1 5.198 5.198 5.123 5.159
PP 5.119 5.119 5.119 5.099
S1 5.028 5.028 5.091 4.989
S2 4.949 4.949 5.076
S3 4.779 4.858 5.060
S4 4.609 4.688 5.014
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.199 4.960 0.239 4.8% 0.109 2.2% 7% False True 2,861
10 5.752 4.960 0.792 15.9% 0.115 2.3% 2% False True 3,697
20 5.864 4.960 0.904 18.2% 0.131 2.6% 2% False True 3,259
40 6.111 4.960 1.151 23.1% 0.144 2.9% 1% False True 2,892
60 6.111 4.920 1.191 23.9% 0.156 3.1% 5% False False 2,914
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5.900
2.618 5.608
1.618 5.429
1.000 5.318
0.618 5.250
HIGH 5.139
0.618 5.071
0.500 5.050
0.382 5.028
LOW 4.960
0.618 4.849
1.000 4.781
1.618 4.670
2.618 4.491
4.250 4.199
Fisher Pivots for day following 01-Mar-2010
Pivot 1 day 3 day
R1 5.050 5.053
PP 5.025 5.027
S1 5.001 5.002

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

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