NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 09-Apr-2010
Day Change Summary
Previous Current
08-Apr-2010 09-Apr-2010 Change Change % Previous Week
Open 4.327 4.308 -0.019 -0.4% 4.575
High 4.374 4.429 0.055 1.3% 4.601
Low 4.178 4.258 0.080 1.9% 4.178
Close 4.233 4.407 0.174 4.1% 4.407
Range 0.196 0.171 -0.025 -12.8% 0.423
ATR 0.158 0.160 0.003 1.7% 0.000
Volume 12,099 16,929 4,830 39.9% 72,636
Daily Pivots for day following 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 4.878 4.813 4.501
R3 4.707 4.642 4.454
R2 4.536 4.536 4.438
R1 4.471 4.471 4.423 4.504
PP 4.365 4.365 4.365 4.381
S1 4.300 4.300 4.391 4.333
S2 4.194 4.194 4.376
S3 4.023 4.129 4.360
S4 3.852 3.958 4.313
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.664 5.459 4.640
R3 5.241 5.036 4.523
R2 4.818 4.818 4.485
R1 4.613 4.613 4.446 4.504
PP 4.395 4.395 4.395 4.341
S1 4.190 4.190 4.368 4.081
S2 3.972 3.972 4.329
S3 3.549 3.767 4.291
S4 3.126 3.344 4.174
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.601 4.178 0.423 9.6% 0.204 4.6% 54% False False 14,527
10 4.601 4.117 0.484 11.0% 0.185 4.2% 60% False False 10,551
20 4.753 4.117 0.636 14.4% 0.144 3.3% 46% False False 7,839
40 5.752 4.117 1.635 37.1% 0.129 2.9% 18% False False 6,163
60 5.960 4.117 1.843 41.8% 0.136 3.1% 16% False False 4,906
80 6.111 4.117 1.994 45.2% 0.144 3.3% 15% False False 4,456
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 0.037
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.156
2.618 4.877
1.618 4.706
1.000 4.600
0.618 4.535
HIGH 4.429
0.618 4.364
0.500 4.344
0.382 4.323
LOW 4.258
0.618 4.152
1.000 4.087
1.618 3.981
2.618 3.810
4.250 3.531
Fisher Pivots for day following 09-Apr-2010
Pivot 1 day 3 day
R1 4.386 4.378
PP 4.365 4.349
S1 4.344 4.320

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

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