NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 27-Apr-2010
Day Change Summary
Previous Current
26-Apr-2010 27-Apr-2010 Change Change % Previous Week
Open 4.579 4.515 -0.064 -1.4% 4.330
High 4.593 4.587 -0.006 -0.1% 4.589
Low 4.471 4.494 0.023 0.5% 4.180
Close 4.558 4.532 -0.026 -0.6% 4.542
Range 0.122 0.093 -0.029 -23.8% 0.409
ATR 0.161 0.156 -0.005 -3.0% 0.000
Volume 7,336 8,034 698 9.5% 44,498
Daily Pivots for day following 27-Apr-2010
Classic Woodie Camarilla DeMark
R4 4.817 4.767 4.583
R3 4.724 4.674 4.558
R2 4.631 4.631 4.549
R1 4.581 4.581 4.541 4.606
PP 4.538 4.538 4.538 4.550
S1 4.488 4.488 4.523 4.513
S2 4.445 4.445 4.515
S3 4.352 4.395 4.506
S4 4.259 4.302 4.481
Weekly Pivots for week ending 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.664 5.512 4.767
R3 5.255 5.103 4.654
R2 4.846 4.846 4.617
R1 4.694 4.694 4.579 4.770
PP 4.437 4.437 4.437 4.475
S1 4.285 4.285 4.505 4.361
S2 4.028 4.028 4.467
S3 3.619 3.876 4.430
S4 3.210 3.467 4.317
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.593 4.236 0.357 7.9% 0.146 3.2% 83% False False 8,611
10 4.593 4.180 0.413 9.1% 0.148 3.3% 85% False False 11,825
20 4.601 4.117 0.484 10.7% 0.177 3.9% 86% False False 12,191
40 5.058 4.117 0.941 20.8% 0.142 3.1% 44% False False 8,796
60 5.864 4.117 1.747 38.5% 0.138 3.0% 24% False False 6,950
80 6.111 4.117 1.994 44.0% 0.143 3.1% 21% False False 5,844
100 6.111 4.117 1.994 44.0% 0.150 3.3% 21% False False 5,267
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.031
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 4.982
2.618 4.830
1.618 4.737
1.000 4.680
0.618 4.644
HIGH 4.587
0.618 4.551
0.500 4.541
0.382 4.530
LOW 4.494
0.618 4.437
1.000 4.401
1.618 4.344
2.618 4.251
4.250 4.099
Fisher Pivots for day following 27-Apr-2010
Pivot 1 day 3 day
R1 4.541 4.514
PP 4.538 4.496
S1 4.535 4.478

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

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