NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 21-Apr-2010
Day Change Summary
Previous Current
20-Apr-2010 21-Apr-2010 Change Change % Previous Week
Open 4.280 4.278 -0.002 0.0% 4.351
High 4.290 4.339 0.049 1.1% 4.550
Low 4.180 4.245 0.065 1.6% 4.257
Close 4.280 4.266 -0.014 -0.3% 4.326
Range 0.110 0.094 -0.016 -14.5% 0.293
ATR 0.162 0.157 -0.005 -3.0% 0.000
Volume 9,749 7,592 -2,157 -22.1% 88,339
Daily Pivots for day following 21-Apr-2010
Classic Woodie Camarilla DeMark
R4 4.565 4.510 4.318
R3 4.471 4.416 4.292
R2 4.377 4.377 4.283
R1 4.322 4.322 4.275 4.303
PP 4.283 4.283 4.283 4.274
S1 4.228 4.228 4.257 4.209
S2 4.189 4.189 4.249
S3 4.095 4.134 4.240
S4 4.001 4.040 4.214
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 4.493 4.180 0.313 7.3% 0.144 3.4% 27% False False 12,406
10 4.550 4.178 0.372 8.7% 0.163 3.8% 24% False False 14,176
20 4.601 4.117 0.484 11.3% 0.166 3.9% 31% False False 11,304
40 5.199 4.117 1.082 25.4% 0.137 3.2% 14% False False 8,189
60 5.864 4.117 1.747 41.0% 0.137 3.2% 9% False False 6,521
80 6.111 4.117 1.994 46.7% 0.141 3.3% 7% False False 5,546
100 6.111 4.117 1.994 46.7% 0.154 3.6% 7% False False 4,972
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 0.038
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 4.739
2.618 4.585
1.618 4.491
1.000 4.433
0.618 4.397
HIGH 4.339
0.618 4.303
0.500 4.292
0.382 4.281
LOW 4.245
0.618 4.187
1.000 4.151
1.618 4.093
2.618 3.999
4.250 3.846
Fisher Pivots for day following 21-Apr-2010
Pivot 1 day 3 day
R1 4.292 4.272
PP 4.283 4.270
S1 4.275 4.268

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

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