NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 03-Mar-2010
Day Change Summary
Previous Current
02-Mar-2010 03-Mar-2010 Change Change % Previous Week
Open 4.997 4.979 -0.018 -0.4% 5.204
High 5.027 5.058 0.031 0.6% 5.210
Low 4.960 4.972 0.012 0.2% 5.040
Close 4.997 5.038 0.041 0.8% 5.107
Range 0.067 0.086 0.019 28.4% 0.170
ATR 0.145 0.141 -0.004 -2.9% 0.000
Volume 4,327 3,735 -592 -13.7% 15,418
Daily Pivots for day following 03-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.281 5.245 5.085
R3 5.195 5.159 5.062
R2 5.109 5.109 5.054
R1 5.073 5.073 5.046 5.091
PP 5.023 5.023 5.023 5.032
S1 4.987 4.987 5.030 5.005
S2 4.937 4.937 5.022
S3 4.851 4.901 5.014
S4 4.765 4.815 4.991
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 5.146 4.960 0.186 3.7% 0.102 2.0% 42% False False 3,252
10 5.580 4.960 0.620 12.3% 0.103 2.0% 13% False False 3,781
20 5.864 4.960 0.904 17.9% 0.126 2.5% 9% False False 3,495
40 6.111 4.960 1.151 22.8% 0.138 2.7% 7% False False 2,967
60 6.111 4.960 1.151 22.8% 0.153 3.0% 7% False False 2,979
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 True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.424
2.618 5.283
1.618 5.197
1.000 5.144
0.618 5.111
HIGH 5.058
0.618 5.025
0.500 5.015
0.382 5.005
LOW 4.972
0.618 4.919
1.000 4.886
1.618 4.833
2.618 4.747
4.250 4.607
Fisher Pivots for day following 03-Mar-2010
Pivot 1 day 3 day
R1 5.030 5.050
PP 5.023 5.046
S1 5.015 5.042

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

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