NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 06-Apr-2010
Day Change Summary
Previous Current
05-Apr-2010 06-Apr-2010 Change Change % Previous Week
Open 4.575 4.580 0.005 0.1% 4.160
High 4.601 4.593 -0.008 -0.2% 4.417
Low 4.310 4.370 0.060 1.4% 4.117
Close 4.575 4.401 -0.174 -3.8% 4.370
Range 0.291 0.223 -0.068 -23.4% 0.300
ATR 0.151 0.156 0.005 3.4% 0.000
Volume 15,490 13,519 -1,971 -12.7% 27,124
Daily Pivots for day following 06-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.124 4.985 4.524
R3 4.901 4.762 4.462
R2 4.678 4.678 4.442
R1 4.539 4.539 4.421 4.497
PP 4.455 4.455 4.455 4.434
S1 4.316 4.316 4.381 4.274
S2 4.232 4.232 4.360
S3 4.009 4.093 4.340
S4 3.786 3.870 4.278
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 11.0% 0.228 5.2% 59% False False 10,398
10 4.601 4.117 0.484 11.0% 0.165 3.7% 59% False False 7,403
20 4.875 4.117 0.758 17.2% 0.137 3.1% 37% False False 6,835
40 5.864 4.117 1.747 39.7% 0.128 2.9% 16% False False 5,359
60 5.980 4.117 1.863 42.3% 0.135 3.1% 15% False False 4,293
80 6.111 4.117 1.994 45.3% 0.147 3.3% 14% False False 4,020
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 0.035
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.541
2.618 5.177
1.618 4.954
1.000 4.816
0.618 4.731
HIGH 4.593
0.618 4.508
0.500 4.482
0.382 4.455
LOW 4.370
0.618 4.232
1.000 4.147
1.618 4.009
2.618 3.786
4.250 3.422
Fisher Pivots for day following 06-Apr-2010
Pivot 1 day 3 day
R1 4.482 4.388
PP 4.455 4.374
S1 4.428 4.361

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

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