NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 01-Apr-2010
Day Change Summary
Previous Current
31-Mar-2010 01-Apr-2010 Change Change % Previous Week
Open 4.430 4.340 -0.090 -2.0% 4.548
High 4.498 4.580 0.082 1.8% 4.605
Low 4.333 4.290 -0.043 -1.0% 4.318
Close 4.340 4.534 0.194 4.5% 4.314
Range 0.165 0.290 0.125 75.8% 0.287
ATR 0.127 0.139 0.012 9.1% 0.000
Volume 14,795 18,154 3,359 22.7% 63,587
Daily Pivots for day following 01-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.338 5.226 4.694
R3 5.048 4.936 4.614
R2 4.758 4.758 4.587
R1 4.646 4.646 4.561 4.702
PP 4.468 4.468 4.468 4.496
S1 4.356 4.356 4.507 4.412
S2 4.178 4.178 4.481
S3 3.888 4.066 4.454
S4 3.598 3.776 4.375
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.273 5.081 4.472
R3 4.986 4.794 4.393
R2 4.699 4.699 4.367
R1 4.507 4.507 4.340 4.460
PP 4.412 4.412 4.412 4.389
S1 4.220 4.220 4.288 4.173
S2 4.125 4.125 4.261
S3 3.838 3.933 4.235
S4 3.551 3.646 4.156
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.580 4.264 0.316 7.0% 0.160 3.5% 85% True False 14,324
10 4.625 4.264 0.361 8.0% 0.135 3.0% 75% False False 14,226
20 5.047 4.264 0.783 17.3% 0.123 2.7% 34% False False 11,816
40 6.000 4.264 1.736 38.3% 0.130 2.9% 16% False False 10,553
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.036
Widest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 5.813
2.618 5.339
1.618 5.049
1.000 4.870
0.618 4.759
HIGH 4.580
0.618 4.469
0.500 4.435
0.382 4.401
LOW 4.290
0.618 4.111
1.000 4.000
1.618 3.821
2.618 3.531
4.250 3.058
Fisher Pivots for day following 01-Apr-2010
Pivot 1 day 3 day
R1 4.501 4.497
PP 4.468 4.459
S1 4.435 4.422

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

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