NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 09-Apr-2010
Day Change Summary
Previous Current
08-Apr-2010 09-Apr-2010 Change Change % Previous Week
Open 4.491 4.444 -0.047 -1.0% 4.548
High 4.491 4.584 0.093 2.1% 4.759
Low 4.338 4.421 0.083 1.9% 4.338
Close 4.396 4.564 0.168 3.8% 4.564
Range 0.153 0.163 0.010 6.5% 0.421
ATR 0.152 0.154 0.003 1.7% 0.000
Volume 11,442 13,985 2,543 22.2% 82,903
Daily Pivots for day following 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.012 4.951 4.654
R3 4.849 4.788 4.609
R2 4.686 4.686 4.594
R1 4.625 4.625 4.579 4.656
PP 4.523 4.523 4.523 4.538
S1 4.462 4.462 4.549 4.493
S2 4.360 4.360 4.534
S3 4.197 4.299 4.519
S4 4.034 4.136 4.474
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.817 5.611 4.796
R3 5.396 5.190 4.680
R2 4.975 4.975 4.641
R1 4.769 4.769 4.603 4.872
PP 4.554 4.554 4.554 4.605
S1 4.348 4.348 4.525 4.451
S2 4.133 4.133 4.487
S3 3.712 3.927 4.448
S4 3.291 3.506 4.332
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.759 4.338 0.421 9.2% 0.187 4.1% 54% False False 16,580
10 4.759 4.264 0.495 10.8% 0.174 3.8% 61% False False 15,452
20 4.890 4.264 0.626 13.7% 0.141 3.1% 48% False False 13,068
40 5.885 4.264 1.621 35.5% 0.132 2.9% 19% False False 11,444
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.277
2.618 5.011
1.618 4.848
1.000 4.747
0.618 4.685
HIGH 4.584
0.618 4.522
0.500 4.503
0.382 4.483
LOW 4.421
0.618 4.320
1.000 4.258
1.618 4.157
2.618 3.994
4.250 3.728
Fisher Pivots for day following 09-Apr-2010
Pivot 1 day 3 day
R1 4.544 4.535
PP 4.523 4.507
S1 4.503 4.478

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

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