NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 05-Apr-2010
Day Change Summary
Previous Current
01-Apr-2010 05-Apr-2010 Change Change % Previous Week
Open 4.223 4.433 0.210 5.0% 4.217
High 4.468 4.643 0.175 3.9% 4.468
Low 4.168 4.363 0.195 4.7% 4.145
Close 4.416 4.619 0.203 4.6% 4.416
Range 0.300 0.280 -0.020 -6.7% 0.323
ATR 0.141 0.151 0.010 7.0% 0.000
Volume 9,154 13,203 4,049 44.2% 27,376
Daily Pivots for day following 05-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.382 5.280 4.773
R3 5.102 5.000 4.696
R2 4.822 4.822 4.670
R1 4.720 4.720 4.645 4.771
PP 4.542 4.542 4.542 4.567
S1 4.440 4.440 4.593 4.491
S2 4.262 4.262 4.568
S3 3.982 4.160 4.542
S4 3.702 3.880 4.465
Weekly Pivots for week ending 02-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.312 5.187 4.594
R3 4.989 4.864 4.505
R2 4.666 4.666 4.475
R1 4.541 4.541 4.446 4.604
PP 4.343 4.343 4.343 4.374
S1 4.218 4.218 4.386 4.281
S2 4.020 4.020 4.357
S3 3.697 3.895 4.327
S4 3.374 3.572 4.238
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.643 4.145 0.498 10.8% 0.204 4.4% 95% True False 8,115
10 4.643 4.145 0.498 10.8% 0.152 3.3% 95% True False 6,605
20 4.914 4.145 0.769 16.6% 0.131 2.8% 62% False False 6,138
40 5.884 4.145 1.739 37.6% 0.132 2.9% 27% False False 4,624
60 6.160 4.145 2.015 43.6% 0.136 3.0% 24% False False 3,670
80 6.160 4.145 2.015 43.6% 0.144 3.1% 24% False False 3,301
100 6.160 4.145 2.015 43.6% 0.145 3.1% 24% False False 3,033
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 0.039
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.833
2.618 5.376
1.618 5.096
1.000 4.923
0.618 4.816
HIGH 4.643
0.618 4.536
0.500 4.503
0.382 4.470
LOW 4.363
0.618 4.190
1.000 4.083
1.618 3.910
2.618 3.630
4.250 3.173
Fisher Pivots for day following 05-Apr-2010
Pivot 1 day 3 day
R1 4.580 4.548
PP 4.542 4.477
S1 4.503 4.406

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

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