NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 01-Apr-2010
Day Change Summary
Previous Current
31-Mar-2010 01-Apr-2010 Change Change % Previous Week
Open 4.082 4.088 0.006 0.1% 4.304
High 4.265 4.348 0.083 1.9% 4.374
Low 4.073 4.041 -0.032 -0.8% 4.098
Close 4.082 4.290 0.208 5.1% 4.104
Range 0.192 0.307 0.115 59.9% 0.276
ATR 0.135 0.147 0.012 9.2% 0.000
Volume 14,042 20,950 6,908 49.2% 56,935
Daily Pivots for day following 01-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.147 5.026 4.459
R3 4.840 4.719 4.374
R2 4.533 4.533 4.346
R1 4.412 4.412 4.318 4.473
PP 4.226 4.226 4.226 4.257
S1 4.105 4.105 4.262 4.166
S2 3.919 3.919 4.234
S3 3.612 3.798 4.206
S4 3.305 3.491 4.121
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.020 4.838 4.256
R3 4.744 4.562 4.180
R2 4.468 4.468 4.155
R1 4.286 4.286 4.129 4.239
PP 4.192 4.192 4.192 4.169
S1 4.010 4.010 4.079 3.963
S2 3.916 3.916 4.053
S3 3.640 3.734 4.028
S4 3.364 3.458 3.952
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.348 4.035 0.313 7.3% 0.172 4.0% 81% True False 15,123
10 4.387 4.035 0.352 8.2% 0.142 3.3% 72% False False 13,457
20 4.843 4.035 0.808 18.8% 0.127 3.0% 32% False False 12,495
40 5.810 4.035 1.775 41.4% 0.137 3.2% 14% False False 9,558
60 6.050 4.035 2.015 47.0% 0.150 3.5% 13% False False 7,647
80 6.075 4.035 2.040 47.6% 0.161 3.7% 13% False False 6,340
100 6.075 4.035 2.040 47.6% 0.162 3.8% 13% False False 5,380
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 0.028
Widest range in 71 trading days
Fibonacci Retracements and Extensions
4.250 5.653
2.618 5.152
1.618 4.845
1.000 4.655
0.618 4.538
HIGH 4.348
0.618 4.231
0.500 4.195
0.382 4.158
LOW 4.041
0.618 3.851
1.000 3.734
1.618 3.544
2.618 3.237
4.250 2.736
Fisher Pivots for day following 01-Apr-2010
Pivot 1 day 3 day
R1 4.258 4.257
PP 4.226 4.224
S1 4.195 4.192

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

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