NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 20-Apr-2010
Day Change Summary
Previous Current
19-Apr-2010 20-Apr-2010 Change Change % Previous Week
Open 4.295 4.327 0.032 0.7% 4.396
High 4.401 4.345 -0.056 -1.3% 4.587
Low 4.253 4.237 -0.016 -0.4% 4.306
Close 4.295 4.332 0.037 0.9% 4.375
Range 0.148 0.108 -0.040 -27.0% 0.281
ATR 0.162 0.158 -0.004 -2.4% 0.000
Volume 6,939 8,135 1,196 17.2% 48,175
Daily Pivots for day following 20-Apr-2010
Classic Woodie Camarilla DeMark
R4 4.629 4.588 4.391
R3 4.521 4.480 4.362
R2 4.413 4.413 4.352
R1 4.372 4.372 4.342 4.393
PP 4.305 4.305 4.305 4.315
S1 4.264 4.264 4.322 4.285
S2 4.197 4.197 4.312
S3 4.089 4.156 4.302
S4 3.981 4.048 4.273
Weekly Pivots for week ending 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.266 5.101 4.530
R3 4.985 4.820 4.452
R2 4.704 4.704 4.427
R1 4.539 4.539 4.401 4.481
PP 4.423 4.423 4.423 4.394
S1 4.258 4.258 4.349 4.200
S2 4.142 4.142 4.323
S3 3.861 3.977 4.298
S4 3.580 3.696 4.220
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.587 4.237 0.350 8.1% 0.142 3.3% 27% False True 8,448
10 4.587 4.223 0.364 8.4% 0.159 3.7% 30% False False 8,568
20 4.662 4.145 0.517 11.9% 0.162 3.7% 36% False False 7,803
40 5.250 4.145 1.105 25.5% 0.136 3.1% 17% False False 6,166
60 5.971 4.145 1.826 42.2% 0.139 3.2% 10% False False 4,922
80 6.160 4.145 2.015 46.5% 0.143 3.3% 9% False False 4,157
100 6.160 4.145 2.015 46.5% 0.149 3.4% 9% False False 3,783
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 0.032
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 4.804
2.618 4.628
1.618 4.520
1.000 4.453
0.618 4.412
HIGH 4.345
0.618 4.304
0.500 4.291
0.382 4.278
LOW 4.237
0.618 4.170
1.000 4.129
1.618 4.062
2.618 3.954
4.250 3.778
Fisher Pivots for day following 20-Apr-2010
Pivot 1 day 3 day
R1 4.318 4.332
PP 4.305 4.331
S1 4.291 4.331

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

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