NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 15-Apr-2010
Day Change Summary
Previous Current
14-Apr-2010 15-Apr-2010 Change Change % Previous Week
Open 4.450 4.470 0.020 0.4% 4.575
High 4.550 4.493 -0.057 -1.3% 4.601
Low 4.420 4.260 -0.160 -3.6% 4.178
Close 4.503 4.271 -0.232 -5.2% 4.407
Range 0.130 0.233 0.103 79.2% 0.423
ATR 0.164 0.170 0.006 3.4% 0.000
Volume 20,750 19,327 -1,423 -6.9% 72,636
Daily Pivots for day following 15-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.040 4.889 4.399
R3 4.807 4.656 4.335
R2 4.574 4.574 4.314
R1 4.423 4.423 4.292 4.382
PP 4.341 4.341 4.341 4.321
S1 4.190 4.190 4.250 4.149
S2 4.108 4.108 4.228
S3 3.875 3.957 4.207
S4 3.642 3.724 4.143
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 4.258 0.292 6.8% 0.189 4.4% 4% False False 17,392
10 4.601 4.120 0.481 11.3% 0.209 4.9% 31% False False 15,312
20 4.601 4.117 0.484 11.3% 0.167 3.9% 32% False False 10,342
40 5.580 4.117 1.463 34.3% 0.135 3.2% 11% False False 7,586
60 5.951 4.117 1.834 42.9% 0.137 3.2% 8% False False 5,950
80 6.111 4.117 1.994 46.7% 0.145 3.4% 8% False False 5,174
100 6.111 4.117 1.994 46.7% 0.155 3.6% 8% False False 4,604
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.040
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5.483
2.618 5.103
1.618 4.870
1.000 4.726
0.618 4.637
HIGH 4.493
0.618 4.404
0.500 4.377
0.382 4.349
LOW 4.260
0.618 4.116
1.000 4.027
1.618 3.883
2.618 3.650
4.250 3.270
Fisher Pivots for day following 15-Apr-2010
Pivot 1 day 3 day
R1 4.377 4.405
PP 4.341 4.360
S1 4.306 4.316

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

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