NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 29-Apr-2010
Day Change Summary
Previous Current
28-Apr-2010 29-Apr-2010 Change Change % Previous Week
Open 4.570 4.577 0.007 0.2% 4.330
High 4.639 4.603 -0.036 -0.8% 4.589
Low 4.519 4.206 -0.313 -6.9% 4.180
Close 4.570 4.217 -0.353 -7.7% 4.542
Range 0.120 0.397 0.277 230.8% 0.409
ATR 0.154 0.171 0.017 11.3% 0.000
Volume 9,987 12,750 2,763 27.7% 44,498
Daily Pivots for day following 29-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.533 5.272 4.435
R3 5.136 4.875 4.326
R2 4.739 4.739 4.290
R1 4.478 4.478 4.253 4.410
PP 4.342 4.342 4.342 4.308
S1 4.081 4.081 4.181 4.013
S2 3.945 3.945 4.144
S3 3.548 3.684 4.108
S4 3.151 3.287 3.999
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 4.206 0.433 10.3% 0.192 4.5% 3% False True 9,722
10 4.639 4.180 0.459 10.9% 0.164 3.9% 8% False False 10,091
20 4.639 4.120 0.519 12.3% 0.187 4.4% 19% False False 12,701
40 5.050 4.117 0.933 22.1% 0.151 3.6% 11% False False 9,163
60 5.864 4.117 1.747 41.4% 0.143 3.4% 6% False False 7,274
80 6.111 4.117 1.994 47.3% 0.144 3.4% 5% False False 6,065
100 6.111 4.117 1.994 47.3% 0.152 3.6% 5% False False 5,452
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.034
Widest range in 111 trading days
Fibonacci Retracements and Extensions
4.250 6.290
2.618 5.642
1.618 5.245
1.000 5.000
0.618 4.848
HIGH 4.603
0.618 4.451
0.500 4.405
0.382 4.358
LOW 4.206
0.618 3.961
1.000 3.809
1.618 3.564
2.618 3.167
4.250 2.519
Fisher Pivots for day following 29-Apr-2010
Pivot 1 day 3 day
R1 4.405 4.423
PP 4.342 4.354
S1 4.280 4.286

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

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