NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 06-Apr-2010
Day Change Summary
Previous Current
05-Apr-2010 06-Apr-2010 Change Change % Previous Week
Open 4.285 4.307 0.022 0.5% 4.114
High 4.517 4.530 0.013 0.3% 4.348
Low 4.220 4.280 0.060 1.4% 4.035
Close 4.487 4.307 -0.180 -4.0% 4.290
Range 0.297 0.250 -0.047 -15.8% 0.313
ATR 0.158 0.164 0.007 4.2% 0.000
Volume 32,008 18,693 -13,315 -41.6% 61,240
Daily Pivots for day following 06-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.122 4.965 4.445
R3 4.872 4.715 4.376
R2 4.622 4.622 4.353
R1 4.465 4.465 4.330 4.432
PP 4.372 4.372 4.372 4.356
S1 4.215 4.215 4.284 4.182
S2 4.122 4.122 4.261
S3 3.872 3.965 4.238
S4 3.622 3.715 4.170
Weekly Pivots for week ending 02-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.163 5.040 4.462
R3 4.850 4.727 4.376
R2 4.537 4.537 4.347
R1 4.414 4.414 4.319 4.476
PP 4.224 4.224 4.224 4.255
S1 4.101 4.101 4.261 4.163
S2 3.911 3.911 4.233
S3 3.598 3.788 4.204
S4 3.285 3.475 4.118
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.530 4.035 0.495 11.5% 0.238 5.5% 55% True False 19,969
10 4.530 4.035 0.495 11.5% 0.174 4.0% 55% True False 15,709
20 4.815 4.035 0.780 18.1% 0.147 3.4% 35% False False 13,813
40 5.810 4.035 1.775 41.2% 0.142 3.3% 15% False False 10,603
60 5.900 4.035 1.865 43.3% 0.152 3.5% 15% False False 8,405
80 6.075 4.035 2.040 47.4% 0.162 3.8% 13% False False 6,910
100 6.075 4.035 2.040 47.4% 0.165 3.8% 13% False False 5,856
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.028
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.593
2.618 5.185
1.618 4.935
1.000 4.780
0.618 4.685
HIGH 4.530
0.618 4.435
0.500 4.405
0.382 4.376
LOW 4.280
0.618 4.126
1.000 4.030
1.618 3.876
2.618 3.626
4.250 3.218
Fisher Pivots for day following 06-Apr-2010
Pivot 1 day 3 day
R1 4.405 4.300
PP 4.372 4.293
S1 4.340 4.286

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

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