NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 14-Apr-2010
Day Change Summary
Previous Current
13-Apr-2010 14-Apr-2010 Change Change % Previous Week
Open 4.328 4.450 0.122 2.8% 4.575
High 4.475 4.550 0.075 1.7% 4.601
Low 4.287 4.420 0.133 3.1% 4.178
Close 4.469 4.503 0.034 0.8% 4.407
Range 0.188 0.130 -0.058 -30.9% 0.423
ATR 0.166 0.164 -0.003 -1.6% 0.000
Volume 14,804 20,750 5,946 40.2% 72,636
Daily Pivots for day following 14-Apr-2010
Classic Woodie Camarilla DeMark
R4 4.881 4.822 4.575
R3 4.751 4.692 4.539
R2 4.621 4.621 4.527
R1 4.562 4.562 4.515 4.592
PP 4.491 4.491 4.491 4.506
S1 4.432 4.432 4.491 4.462
S2 4.361 4.361 4.479
S3 4.231 4.302 4.467
S4 4.101 4.172 4.432
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 4.550 4.178 0.372 8.3% 0.182 4.0% 87% True False 15,947
10 4.601 4.120 0.481 10.7% 0.205 4.6% 80% False False 13,923
20 4.643 4.117 0.526 11.7% 0.158 3.5% 73% False False 9,548
40 5.626 4.117 1.509 33.5% 0.132 2.9% 26% False False 7,171
60 5.951 4.117 1.834 40.7% 0.135 3.0% 21% False False 5,659
80 6.111 4.117 1.994 44.3% 0.146 3.2% 19% False False 4,957
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.045
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 5.103
2.618 4.890
1.618 4.760
1.000 4.680
0.618 4.630
HIGH 4.550
0.618 4.500
0.500 4.485
0.382 4.470
LOW 4.420
0.618 4.340
1.000 4.290
1.618 4.210
2.618 4.080
4.250 3.868
Fisher Pivots for day following 14-Apr-2010
Pivot 1 day 3 day
R1 4.497 4.475
PP 4.491 4.446
S1 4.485 4.418

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

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