NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 04-May-2010
Day Change Summary
Previous Current
03-May-2010 04-May-2010 Change Change % Previous Week
Open 4.158 4.237 0.079 1.9% 4.579
High 4.239 4.264 0.025 0.6% 4.639
Low 4.136 4.192 0.056 1.4% 4.126
Close 4.233 4.237 0.004 0.1% 4.153
Range 0.103 0.072 -0.031 -30.1% 0.513
ATR 0.166 0.159 -0.007 -4.0% 0.000
Volume 13,325 9,586 -3,739 -28.1% 60,393
Daily Pivots for day following 04-May-2010
Classic Woodie Camarilla DeMark
R4 4.447 4.414 4.277
R3 4.375 4.342 4.257
R2 4.303 4.303 4.250
R1 4.270 4.270 4.244 4.273
PP 4.231 4.231 4.231 4.233
S1 4.198 4.198 4.230 4.201
S2 4.159 4.159 4.224
S3 4.087 4.126 4.217
S4 4.015 4.054 4.197
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.845 5.512 4.435
R3 5.332 4.999 4.294
R2 4.819 4.819 4.247
R1 4.486 4.486 4.200 4.396
PP 4.306 4.306 4.306 4.261
S1 3.973 3.973 4.106 3.883
S2 3.793 3.793 4.059
S3 3.280 3.460 4.012
S4 2.767 2.947 3.871
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.639 4.126 0.513 12.1% 0.172 4.1% 22% False False 13,586
10 4.639 4.126 0.513 12.1% 0.159 3.8% 22% False False 11,099
20 4.639 4.126 0.513 12.1% 0.163 3.9% 22% False False 12,988
40 4.875 4.117 0.758 17.9% 0.150 3.5% 16% False False 9,911
60 5.864 4.117 1.747 41.2% 0.140 3.3% 7% False False 7,902
80 5.980 4.117 1.863 44.0% 0.142 3.4% 6% False False 6,467
100 6.111 4.117 1.994 47.1% 0.150 3.5% 6% False False 5,813
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 0.035
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 4.570
2.618 4.452
1.618 4.380
1.000 4.336
0.618 4.308
HIGH 4.264
0.618 4.236
0.500 4.228
0.382 4.220
LOW 4.192
0.618 4.148
1.000 4.120
1.618 4.076
2.618 4.004
4.250 3.886
Fisher Pivots for day following 04-May-2010
Pivot 1 day 3 day
R1 4.234 4.228
PP 4.231 4.220
S1 4.228 4.211

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

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