NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 19-Apr-2010
Day Change Summary
Previous Current
16-Apr-2010 19-Apr-2010 Change Change % Previous Week
Open 4.308 4.330 0.022 0.5% 4.351
High 4.375 4.363 -0.012 -0.3% 4.550
Low 4.257 4.200 -0.057 -1.3% 4.257
Close 4.326 4.241 -0.085 -2.0% 4.326
Range 0.118 0.163 0.045 38.1% 0.293
ATR 0.166 0.166 0.000 -0.1% 0.000
Volume 18,305 7,061 -11,244 -61.4% 88,339
Daily Pivots for day following 19-Apr-2010
Classic Woodie Camarilla DeMark
R4 4.757 4.662 4.331
R3 4.594 4.499 4.286
R2 4.431 4.431 4.271
R1 4.336 4.336 4.256 4.302
PP 4.268 4.268 4.268 4.251
S1 4.173 4.173 4.226 4.139
S2 4.105 4.105 4.211
S3 3.942 4.010 4.196
S4 3.779 3.847 4.151
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 4.200 0.350 8.3% 0.166 3.9% 12% False True 16,049
10 4.593 4.178 0.415 9.8% 0.179 4.2% 15% False False 15,254
20 4.601 4.117 0.484 11.4% 0.165 3.9% 26% False False 10,854
40 5.210 4.117 1.093 25.8% 0.136 3.2% 11% False False 7,929
60 5.951 4.117 1.834 43.2% 0.138 3.2% 7% False False 6,316
80 6.111 4.117 1.994 47.0% 0.144 3.4% 6% False False 5,376
100 6.111 4.117 1.994 47.0% 0.154 3.6% 6% False False 4,818
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.038
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.056
2.618 4.790
1.618 4.627
1.000 4.526
0.618 4.464
HIGH 4.363
0.618 4.301
0.500 4.282
0.382 4.262
LOW 4.200
0.618 4.099
1.000 4.037
1.618 3.936
2.618 3.773
4.250 3.507
Fisher Pivots for day following 19-Apr-2010
Pivot 1 day 3 day
R1 4.282 4.347
PP 4.268 4.311
S1 4.255 4.276

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

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