NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 12-Apr-2010
Day Change Summary
Previous Current
09-Apr-2010 12-Apr-2010 Change Change % Previous Week
Open 4.340 4.396 0.056 1.3% 4.433
High 4.472 4.551 0.079 1.8% 4.662
Low 4.307 4.320 0.013 0.3% 4.223
Close 4.454 4.396 -0.058 -1.3% 4.454
Range 0.165 0.231 0.066 40.0% 0.439
ATR 0.159 0.165 0.005 3.2% 0.000
Volume 8,285 9,453 1,168 14.1% 44,570
Daily Pivots for day following 12-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.115 4.987 4.523
R3 4.884 4.756 4.460
R2 4.653 4.653 4.438
R1 4.525 4.525 4.417 4.512
PP 4.422 4.422 4.422 4.416
S1 4.294 4.294 4.375 4.281
S2 4.191 4.191 4.354
S3 3.960 4.063 4.332
S4 3.729 3.832 4.269
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.763 5.548 4.695
R3 5.324 5.109 4.575
R2 4.885 4.885 4.534
R1 4.670 4.670 4.494 4.778
PP 4.446 4.446 4.446 4.500
S1 4.231 4.231 4.414 4.339
S2 4.007 4.007 4.374
S3 3.568 3.792 4.333
S4 3.129 3.353 4.213
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.662 4.223 0.439 10.0% 0.190 4.3% 39% False False 8,164
10 4.662 4.145 0.517 11.8% 0.197 4.5% 49% False False 8,139
20 4.779 4.145 0.634 14.4% 0.149 3.4% 40% False False 6,305
40 5.789 4.145 1.644 37.4% 0.137 3.1% 15% False False 5,259
60 5.990 4.145 1.845 42.0% 0.138 3.1% 14% False False 4,210
80 6.160 4.145 2.015 45.8% 0.143 3.2% 12% False False 3,688
100 6.160 4.145 2.015 45.8% 0.150 3.4% 12% False False 3,313
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.047
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.533
2.618 5.156
1.618 4.925
1.000 4.782
0.618 4.694
HIGH 4.551
0.618 4.463
0.500 4.436
0.382 4.408
LOW 4.320
0.618 4.177
1.000 4.089
1.618 3.946
2.618 3.715
4.250 3.338
Fisher Pivots for day following 12-Apr-2010
Pivot 1 day 3 day
R1 4.436 4.393
PP 4.422 4.390
S1 4.409 4.387

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

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