NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 28-Apr-2010
Day Change Summary
Previous Current
27-Apr-2010 28-Apr-2010 Change Change % Previous Week
Open 4.515 4.570 0.055 1.2% 4.330
High 4.587 4.639 0.052 1.1% 4.589
Low 4.494 4.519 0.025 0.6% 4.180
Close 4.532 4.570 0.038 0.8% 4.542
Range 0.093 0.120 0.027 29.0% 0.409
ATR 0.156 0.154 -0.003 -1.7% 0.000
Volume 8,034 9,987 1,953 24.3% 44,498
Daily Pivots for day following 28-Apr-2010
Classic Woodie Camarilla DeMark
R4 4.936 4.873 4.636
R3 4.816 4.753 4.603
R2 4.696 4.696 4.592
R1 4.633 4.633 4.581 4.630
PP 4.576 4.576 4.576 4.575
S1 4.513 4.513 4.559 4.510
S2 4.456 4.456 4.548
S3 4.336 4.393 4.537
S4 4.216 4.273 4.504
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 4.639 4.236 0.403 8.8% 0.151 3.3% 83% True False 9,090
10 4.639 4.180 0.459 10.0% 0.147 3.2% 85% True False 10,748
20 4.639 4.120 0.519 11.4% 0.176 3.9% 87% True False 12,336
40 5.058 4.117 0.941 20.6% 0.143 3.1% 48% False False 8,938
60 5.864 4.117 1.747 38.2% 0.138 3.0% 26% False False 7,086
80 6.111 4.117 1.994 43.6% 0.141 3.1% 23% False False 5,946
100 6.111 4.117 1.994 43.6% 0.149 3.3% 23% False False 5,345
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.033
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.149
2.618 4.953
1.618 4.833
1.000 4.759
0.618 4.713
HIGH 4.639
0.618 4.593
0.500 4.579
0.382 4.565
LOW 4.519
0.618 4.445
1.000 4.399
1.618 4.325
2.618 4.205
4.250 4.009
Fisher Pivots for day following 28-Apr-2010
Pivot 1 day 3 day
R1 4.579 4.565
PP 4.576 4.560
S1 4.573 4.555

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

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