NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 16-Apr-2010
Day Change Summary
Previous Current
15-Apr-2010 16-Apr-2010 Change Change % Previous Week
Open 4.470 4.308 -0.162 -3.6% 4.351
High 4.493 4.375 -0.118 -2.6% 4.550
Low 4.260 4.257 -0.003 -0.1% 4.257
Close 4.271 4.326 0.055 1.3% 4.326
Range 0.233 0.118 -0.115 -49.4% 0.293
ATR 0.170 0.166 -0.004 -2.2% 0.000
Volume 19,327 18,305 -1,022 -5.3% 88,339
Daily Pivots for day following 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 4.673 4.618 4.391
R3 4.555 4.500 4.358
R2 4.437 4.437 4.348
R1 4.382 4.382 4.337 4.410
PP 4.319 4.319 4.319 4.333
S1 4.264 4.264 4.315 4.292
S2 4.201 4.201 4.304
S3 4.083 4.146 4.294
S4 3.965 4.028 4.261
Weekly Pivots for week ending 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.257 5.084 4.487
R3 4.964 4.791 4.407
R2 4.671 4.671 4.380
R1 4.498 4.498 4.353 4.438
PP 4.378 4.378 4.378 4.348
S1 4.205 4.205 4.299 4.145
S2 4.085 4.085 4.272
S3 3.792 3.912 4.245
S4 3.499 3.619 4.165
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.550 4.257 0.293 6.8% 0.178 4.1% 24% False True 17,667
10 4.601 4.178 0.423 9.8% 0.191 4.4% 35% False False 16,097
20 4.601 4.117 0.484 11.2% 0.163 3.8% 43% False False 11,109
40 5.360 4.117 1.243 28.7% 0.134 3.1% 17% False False 7,919
60 5.951 4.117 1.834 42.4% 0.137 3.2% 11% False False 6,223
80 6.111 4.117 1.994 46.1% 0.145 3.3% 10% False False 5,317
100 6.111 4.117 1.994 46.1% 0.154 3.6% 10% False False 4,771
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 0.037
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 4.877
2.618 4.684
1.618 4.566
1.000 4.493
0.618 4.448
HIGH 4.375
0.618 4.330
0.500 4.316
0.382 4.302
LOW 4.257
0.618 4.184
1.000 4.139
1.618 4.066
2.618 3.948
4.250 3.756
Fisher Pivots for day following 16-Apr-2010
Pivot 1 day 3 day
R1 4.323 4.404
PP 4.319 4.378
S1 4.316 4.352

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

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