NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 05-Apr-2010
Day Change Summary
Previous Current
01-Apr-2010 05-Apr-2010 Change Change % Previous Week
Open 4.200 4.575 0.375 8.9% 4.160
High 4.417 4.601 0.184 4.2% 4.417
Low 4.120 4.310 0.190 4.6% 4.117
Close 4.370 4.575 0.205 4.7% 4.370
Range 0.297 0.291 -0.006 -2.0% 0.300
ATR 0.140 0.151 0.011 7.7% 0.000
Volume 10,453 15,490 5,037 48.2% 27,124
Daily Pivots for day following 05-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.368 5.263 4.735
R3 5.077 4.972 4.655
R2 4.786 4.786 4.628
R1 4.681 4.681 4.602 4.721
PP 4.495 4.495 4.495 4.515
S1 4.390 4.390 4.548 4.430
S2 4.204 4.204 4.522
S3 3.913 4.099 4.495
S4 3.622 3.808 4.415
Weekly Pivots for week ending 02-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.201 5.086 4.535
R3 4.901 4.786 4.453
R2 4.601 4.601 4.425
R1 4.486 4.486 4.398 4.544
PP 4.301 4.301 4.301 4.330
S1 4.186 4.186 4.343 4.244
S2 4.001 4.001 4.315
S3 3.701 3.886 4.288
S4 3.401 3.586 4.205
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.601 4.117 0.484 10.6% 0.205 4.5% 95% True False 8,522
10 4.601 4.117 0.484 10.6% 0.152 3.3% 95% True False 6,454
20 4.875 4.117 0.758 16.6% 0.131 2.9% 60% False False 6,410
40 5.864 4.117 1.747 38.2% 0.127 2.8% 26% False False 5,079
60 6.111 4.117 1.994 43.6% 0.134 2.9% 23% False False 4,200
80 6.111 4.117 1.994 43.6% 0.146 3.2% 23% False False 3,904
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.038
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.838
2.618 5.363
1.618 5.072
1.000 4.892
0.618 4.781
HIGH 4.601
0.618 4.490
0.500 4.456
0.382 4.421
LOW 4.310
0.618 4.130
1.000 4.019
1.618 3.839
2.618 3.548
4.250 3.073
Fisher Pivots for day following 05-Apr-2010
Pivot 1 day 3 day
R1 4.535 4.504
PP 4.495 4.432
S1 4.456 4.361

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

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