NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 14-Apr-2010
Day Change Summary
Previous Current
13-Apr-2010 14-Apr-2010 Change Change % Previous Week
Open 4.372 4.544 0.172 3.9% 4.433
High 4.509 4.587 0.078 1.7% 4.662
Low 4.336 4.474 0.138 3.2% 4.223
Close 4.510 4.544 0.034 0.8% 4.454
Range 0.173 0.113 -0.060 -34.7% 0.439
ATR 0.165 0.161 -0.004 -2.3% 0.000
Volume 11,555 7,667 -3,888 -33.6% 44,570
Daily Pivots for day following 14-Apr-2010
Classic Woodie Camarilla DeMark
R4 4.874 4.822 4.606
R3 4.761 4.709 4.575
R2 4.648 4.648 4.565
R1 4.596 4.596 4.554 4.601
PP 4.535 4.535 4.535 4.537
S1 4.483 4.483 4.534 4.488
S2 4.422 4.422 4.523
S3 4.309 4.370 4.513
S4 4.196 4.257 4.482
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 4.587 4.223 0.364 8.0% 0.171 3.8% 88% True False 8,812
10 4.662 4.168 0.494 10.9% 0.199 4.4% 76% False False 8,885
20 4.667 4.145 0.522 11.5% 0.155 3.4% 76% False False 6,988
40 5.656 4.145 1.511 33.3% 0.134 2.9% 26% False False 5,596
60 5.987 4.145 1.842 40.5% 0.137 3.0% 22% False False 4,476
80 6.160 4.145 2.015 44.3% 0.143 3.2% 20% False False 3,888
100 6.160 4.145 2.015 44.3% 0.149 3.3% 20% False False 3,480
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.047
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 5.067
2.618 4.883
1.618 4.770
1.000 4.700
0.618 4.657
HIGH 4.587
0.618 4.544
0.500 4.531
0.382 4.517
LOW 4.474
0.618 4.404
1.000 4.361
1.618 4.291
2.618 4.178
4.250 3.994
Fisher Pivots for day following 14-Apr-2010
Pivot 1 day 3 day
R1 4.540 4.514
PP 4.535 4.484
S1 4.531 4.454

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

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