NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 12-Apr-2010
Day Change Summary
Previous Current
09-Apr-2010 12-Apr-2010 Change Change % Previous Week
Open 4.444 4.610 0.166 3.7% 4.548
High 4.584 4.663 0.079 1.7% 4.759
Low 4.421 4.428 0.007 0.2% 4.338
Close 4.564 4.504 -0.060 -1.3% 4.564
Range 0.163 0.235 0.072 44.2% 0.421
ATR 0.154 0.160 0.006 3.7% 0.000
Volume 13,985 13,786 -199 -1.4% 82,903
Daily Pivots for day following 12-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.237 5.105 4.633
R3 5.002 4.870 4.569
R2 4.767 4.767 4.547
R1 4.635 4.635 4.526 4.584
PP 4.532 4.532 4.532 4.506
S1 4.400 4.400 4.482 4.349
S2 4.297 4.297 4.461
S3 4.062 4.165 4.439
S4 3.827 3.930 4.375
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 4.756 4.338 0.418 9.3% 0.181 4.0% 40% False False 14,424
10 4.759 4.264 0.495 11.0% 0.188 4.2% 48% False False 15,150
20 4.887 4.264 0.623 13.8% 0.149 3.3% 39% False False 13,065
40 5.885 4.264 1.621 36.0% 0.136 3.0% 15% False False 11,531
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.662
2.618 5.278
1.618 5.043
1.000 4.898
0.618 4.808
HIGH 4.663
0.618 4.573
0.500 4.546
0.382 4.518
LOW 4.428
0.618 4.283
1.000 4.193
1.618 4.048
2.618 3.813
4.250 3.429
Fisher Pivots for day following 12-Apr-2010
Pivot 1 day 3 day
R1 4.546 4.503
PP 4.532 4.502
S1 4.518 4.501

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

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