NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 23-Apr-2010
Day Change Summary
Previous Current
22-Apr-2010 23-Apr-2010 Change Change % Previous Week
Open 4.440 4.570 0.130 2.9% 4.409
High 4.596 4.765 0.169 3.7% 4.765
Low 4.405 4.526 0.121 2.7% 4.352
Close 4.589 4.704 0.115 2.5% 4.704
Range 0.191 0.239 0.048 25.1% 0.413
ATR 0.154 0.160 0.006 4.0% 0.000
Volume 6,926 15,601 8,675 125.3% 50,920
Daily Pivots for day following 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.382 5.282 4.835
R3 5.143 5.043 4.770
R2 4.904 4.904 4.748
R1 4.804 4.804 4.726 4.854
PP 4.665 4.665 4.665 4.690
S1 4.565 4.565 4.682 4.615
S2 4.426 4.426 4.660
S3 4.187 4.326 4.638
S4 3.948 4.087 4.573
Weekly Pivots for week ending 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.846 5.688 4.931
R3 5.433 5.275 4.818
R2 5.020 5.020 4.780
R1 4.862 4.862 4.742 4.941
PP 4.607 4.607 4.607 4.647
S1 4.449 4.449 4.666 4.528
S2 4.194 4.194 4.628
S3 3.781 4.036 4.590
S4 3.368 3.623 4.477
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.765 4.352 0.413 8.8% 0.154 3.3% 85% True False 10,184
10 4.765 4.352 0.413 8.8% 0.164 3.5% 85% True False 12,393
20 4.765 4.264 0.501 10.7% 0.169 3.6% 88% True False 13,922
40 5.299 4.264 1.035 22.0% 0.142 3.0% 43% False False 12,254
60 6.000 4.264 1.736 36.9% 0.140 3.0% 25% False False 11,119
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.036
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 5.781
2.618 5.391
1.618 5.152
1.000 5.004
0.618 4.913
HIGH 4.765
0.618 4.674
0.500 4.646
0.382 4.617
LOW 4.526
0.618 4.378
1.000 4.287
1.618 4.139
2.618 3.900
4.250 3.510
Fisher Pivots for day following 23-Apr-2010
Pivot 1 day 3 day
R1 4.685 4.664
PP 4.665 4.625
S1 4.646 4.585

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

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