NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 13-Apr-2010
Day Change Summary
Previous Current
12-Apr-2010 13-Apr-2010 Change Change % Previous Week
Open 4.396 4.372 -0.024 -0.5% 4.433
High 4.551 4.509 -0.042 -0.9% 4.662
Low 4.320 4.336 0.016 0.4% 4.223
Close 4.396 4.510 0.114 2.6% 4.454
Range 0.231 0.173 -0.058 -25.1% 0.439
ATR 0.165 0.165 0.001 0.4% 0.000
Volume 9,453 11,555 2,102 22.2% 44,570
Daily Pivots for day following 13-Apr-2010
Classic Woodie Camarilla DeMark
R4 4.971 4.913 4.605
R3 4.798 4.740 4.558
R2 4.625 4.625 4.542
R1 4.567 4.567 4.526 4.596
PP 4.452 4.452 4.452 4.466
S1 4.394 4.394 4.494 4.423
S2 4.279 4.279 4.478
S3 4.106 4.221 4.462
S4 3.933 4.048 4.415
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 4.551 4.223 0.328 7.3% 0.176 3.9% 88% False False 8,689
10 4.662 4.145 0.517 11.5% 0.203 4.5% 71% False False 8,778
20 4.753 4.145 0.608 13.5% 0.153 3.4% 60% False False 6,748
40 5.789 4.145 1.644 36.5% 0.136 3.0% 22% False False 5,503
60 5.987 4.145 1.842 40.8% 0.136 3.0% 20% False False 4,372
80 6.160 4.145 2.015 44.7% 0.144 3.2% 18% False False 3,815
100 6.160 4.145 2.015 44.7% 0.149 3.3% 18% False False 3,419
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.048
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.244
2.618 4.962
1.618 4.789
1.000 4.682
0.618 4.616
HIGH 4.509
0.618 4.443
0.500 4.423
0.382 4.402
LOW 4.336
0.618 4.229
1.000 4.163
1.618 4.056
2.618 3.883
4.250 3.601
Fisher Pivots for day following 13-Apr-2010
Pivot 1 day 3 day
R1 4.481 4.483
PP 4.452 4.456
S1 4.423 4.429

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

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