NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 26-Apr-2010
Day Change Summary
Previous Current
23-Apr-2010 26-Apr-2010 Change Change % Previous Week
Open 4.570 4.737 0.167 3.7% 4.409
High 4.765 4.749 -0.016 -0.3% 4.765
Low 4.526 4.630 0.104 2.3% 4.352
Close 4.704 4.716 0.012 0.3% 4.704
Range 0.239 0.119 -0.120 -50.2% 0.413
ATR 0.160 0.157 -0.003 -1.8% 0.000
Volume 15,601 11,973 -3,628 -23.3% 50,920
Daily Pivots for day following 26-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.055 5.005 4.781
R3 4.936 4.886 4.749
R2 4.817 4.817 4.738
R1 4.767 4.767 4.727 4.733
PP 4.698 4.698 4.698 4.681
S1 4.648 4.648 4.705 4.614
S2 4.579 4.579 4.694
S3 4.460 4.529 4.683
S4 4.341 4.410 4.651
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% 0.150 3.2% 88% False False 10,463
10 4.765 4.352 0.413 8.8% 0.152 3.2% 88% False False 12,211
20 4.765 4.264 0.501 10.6% 0.170 3.6% 90% False False 13,680
40 5.299 4.264 1.035 21.9% 0.143 3.0% 44% False False 12,345
60 6.000 4.264 1.736 36.8% 0.141 3.0% 26% False False 11,185
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.031
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.255
2.618 5.061
1.618 4.942
1.000 4.868
0.618 4.823
HIGH 4.749
0.618 4.704
0.500 4.690
0.382 4.675
LOW 4.630
0.618 4.556
1.000 4.511
1.618 4.437
2.618 4.318
4.250 4.124
Fisher Pivots for day following 26-Apr-2010
Pivot 1 day 3 day
R1 4.707 4.672
PP 4.698 4.629
S1 4.690 4.585

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

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