NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 21-Apr-2010
Day Change Summary
Previous Current
20-Apr-2010 21-Apr-2010 Change Change % Previous Week
Open 4.444 4.446 0.002 0.0% 4.610
High 4.457 4.505 0.048 1.1% 4.691
Low 4.352 4.410 0.058 1.3% 4.406
Close 4.447 4.435 -0.012 -0.3% 4.484
Range 0.105 0.095 -0.010 -9.5% 0.285
ATR 0.155 0.151 -0.004 -2.8% 0.000
Volume 8,846 8,969 123 1.4% 73,010
Daily Pivots for day following 21-Apr-2010
Classic Woodie Camarilla DeMark
R4 4.735 4.680 4.487
R3 4.640 4.585 4.461
R2 4.545 4.545 4.452
R1 4.490 4.490 4.444 4.470
PP 4.450 4.450 4.450 4.440
S1 4.395 4.395 4.426 4.375
S2 4.355 4.355 4.418
S3 4.260 4.300 4.409
S4 4.165 4.205 4.383
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 4.634 4.352 0.282 6.4% 0.138 3.1% 29% False False 11,922
10 4.691 4.338 0.353 8.0% 0.153 3.4% 27% False False 12,683
20 4.759 4.264 0.495 11.2% 0.158 3.6% 35% False False 13,971
40 5.327 4.264 1.063 24.0% 0.136 3.1% 16% False False 12,090
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 0.030
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 4.909
2.618 4.754
1.618 4.659
1.000 4.600
0.618 4.564
HIGH 4.505
0.618 4.469
0.500 4.458
0.382 4.446
LOW 4.410
0.618 4.351
1.000 4.315
1.618 4.256
2.618 4.161
4.250 4.006
Fisher Pivots for day following 21-Apr-2010
Pivot 1 day 3 day
R1 4.458 4.433
PP 4.450 4.431
S1 4.443 4.429

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

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