NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 12-Apr-2010
Day Change Summary
Previous Current
09-Apr-2010 12-Apr-2010 Change Change % Previous Week
Open 4.308 4.351 0.043 1.0% 4.575
High 4.429 4.508 0.079 1.8% 4.601
Low 4.258 4.285 0.027 0.6% 4.178
Close 4.407 4.351 -0.056 -1.3% 4.407
Range 0.171 0.223 0.052 30.4% 0.423
ATR 0.160 0.165 0.004 2.8% 0.000
Volume 16,929 15,153 -1,776 -10.5% 72,636
Daily Pivots for day following 12-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.050 4.924 4.474
R3 4.827 4.701 4.412
R2 4.604 4.604 4.392
R1 4.478 4.478 4.371 4.463
PP 4.381 4.381 4.381 4.374
S1 4.255 4.255 4.331 4.240
S2 4.158 4.158 4.310
S3 3.935 4.032 4.290
S4 3.712 3.809 4.228
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 4.593 4.178 0.415 9.5% 0.191 4.4% 42% False False 14,459
10 4.601 4.117 0.484 11.1% 0.198 4.5% 48% False False 11,491
20 4.750 4.117 0.633 14.5% 0.151 3.5% 37% False False 8,187
40 5.752 4.117 1.635 37.6% 0.133 3.1% 14% False False 6,444
60 5.960 4.117 1.843 42.4% 0.135 3.1% 13% False False 5,131
80 6.111 4.117 1.994 45.8% 0.145 3.3% 12% False False 4,598
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.043
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.456
2.618 5.092
1.618 4.869
1.000 4.731
0.618 4.646
HIGH 4.508
0.618 4.423
0.500 4.397
0.382 4.370
LOW 4.285
0.618 4.147
1.000 4.062
1.618 3.924
2.618 3.701
4.250 3.337
Fisher Pivots for day following 12-Apr-2010
Pivot 1 day 3 day
R1 4.397 4.348
PP 4.381 4.346
S1 4.366 4.343

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

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