NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 01-Apr-2010
Day Change Summary
Previous Current
31-Mar-2010 01-Apr-2010 Change Change % Previous Week
Open 4.269 4.200 -0.069 -1.6% 4.379
High 4.345 4.417 0.072 1.7% 4.441
Low 4.153 4.120 -0.033 -0.8% 4.177
Close 4.163 4.370 0.207 5.0% 4.171
Range 0.192 0.297 0.105 54.7% 0.264
ATR 0.128 0.140 0.012 9.5% 0.000
Volume 5,442 10,453 5,011 92.1% 21,934
Daily Pivots for day following 01-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.193 5.079 4.533
R3 4.896 4.782 4.452
R2 4.599 4.599 4.424
R1 4.485 4.485 4.397 4.542
PP 4.302 4.302 4.302 4.331
S1 4.188 4.188 4.343 4.245
S2 4.005 4.005 4.316
S3 3.708 3.891 4.288
S4 3.411 3.594 4.207
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.055 4.877 4.316
R3 4.791 4.613 4.244
R2 4.527 4.527 4.219
R1 4.349 4.349 4.195 4.306
PP 4.263 4.263 4.263 4.242
S1 4.085 4.085 4.147 4.042
S2 3.999 3.999 4.123
S3 3.735 3.821 4.098
S4 3.471 3.557 4.026
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.417 4.117 0.300 6.9% 0.165 3.8% 84% True False 6,574
10 4.480 4.117 0.363 8.3% 0.135 3.1% 70% False False 6,122
20 4.910 4.117 0.793 18.1% 0.120 2.7% 32% False False 5,960
40 5.864 4.117 1.747 40.0% 0.124 2.8% 14% False False 4,744
60 6.111 4.117 1.994 45.6% 0.132 3.0% 13% False False 3,980
80 6.111 4.117 1.994 45.6% 0.146 3.3% 13% False False 3,730
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.040
Widest range in 76 trading days
Fibonacci Retracements and Extensions
4.250 5.679
2.618 5.195
1.618 4.898
1.000 4.714
0.618 4.601
HIGH 4.417
0.618 4.304
0.500 4.269
0.382 4.233
LOW 4.120
0.618 3.936
1.000 3.823
1.618 3.639
2.618 3.342
4.250 2.858
Fisher Pivots for day following 01-Apr-2010
Pivot 1 day 3 day
R1 4.336 4.336
PP 4.302 4.301
S1 4.269 4.267

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

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