NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 20-Apr-2010
Day Change Summary
Previous Current
19-Apr-2010 20-Apr-2010 Change Change % Previous Week
Open 4.409 4.444 0.035 0.8% 4.610
High 4.505 4.457 -0.048 -1.1% 4.691
Low 4.365 4.352 -0.013 -0.3% 4.406
Close 4.409 4.447 0.038 0.9% 4.484
Range 0.140 0.105 -0.035 -25.0% 0.285
ATR 0.159 0.155 -0.004 -2.4% 0.000
Volume 10,578 8,846 -1,732 -16.4% 73,010
Daily Pivots for day following 20-Apr-2010
Classic Woodie Camarilla DeMark
R4 4.734 4.695 4.505
R3 4.629 4.590 4.476
R2 4.524 4.524 4.466
R1 4.485 4.485 4.457 4.505
PP 4.419 4.419 4.419 4.428
S1 4.380 4.380 4.437 4.400
S2 4.314 4.314 4.428
S3 4.209 4.275 4.418
S4 4.104 4.170 4.389
Weekly Pivots for week ending 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.382 5.218 4.641
R3 5.097 4.933 4.562
R2 4.812 4.812 4.536
R1 4.648 4.648 4.510 4.588
PP 4.527 4.527 4.527 4.497
S1 4.363 4.363 4.458 4.303
S2 4.242 4.242 4.432
S3 3.957 4.078 4.406
S4 3.672 3.793 4.327
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.691 4.352 0.339 7.6% 0.141 3.2% 28% False True 13,205
10 4.691 4.338 0.353 7.9% 0.156 3.5% 31% False False 13,480
20 4.759 4.264 0.495 11.1% 0.159 3.6% 37% False False 14,103
40 5.340 4.264 1.076 24.2% 0.137 3.1% 17% False False 12,139
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 0.029
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 4.903
2.618 4.732
1.618 4.627
1.000 4.562
0.618 4.522
HIGH 4.457
0.618 4.417
0.500 4.405
0.382 4.392
LOW 4.352
0.618 4.287
1.000 4.247
1.618 4.182
2.618 4.077
4.250 3.906
Fisher Pivots for day following 20-Apr-2010
Pivot 1 day 3 day
R1 4.433 4.445
PP 4.419 4.444
S1 4.405 4.442

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

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