NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 27-Apr-2010
Day Change Summary
Previous Current
26-Apr-2010 27-Apr-2010 Change Change % Previous Week
Open 4.737 4.655 -0.082 -1.7% 4.409
High 4.749 4.745 -0.004 -0.1% 4.765
Low 4.630 4.655 0.025 0.5% 4.352
Close 4.716 4.693 -0.023 -0.5% 4.704
Range 0.119 0.090 -0.029 -24.4% 0.413
ATR 0.157 0.152 -0.005 -3.0% 0.000
Volume 11,973 11,729 -244 -2.0% 50,920
Daily Pivots for day following 27-Apr-2010
Classic Woodie Camarilla DeMark
R4 4.968 4.920 4.743
R3 4.878 4.830 4.718
R2 4.788 4.788 4.710
R1 4.740 4.740 4.701 4.764
PP 4.698 4.698 4.698 4.710
S1 4.650 4.650 4.685 4.674
S2 4.608 4.608 4.677
S3 4.518 4.560 4.668
S4 4.428 4.470 4.644
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 4.405 0.360 7.7% 0.147 3.1% 80% False False 11,039
10 4.765 4.352 0.413 8.8% 0.144 3.1% 83% False False 12,122
20 4.765 4.264 0.501 10.7% 0.169 3.6% 86% False False 13,793
40 5.201 4.264 0.937 20.0% 0.140 3.0% 46% False False 12,464
60 6.000 4.264 1.736 37.0% 0.140 3.0% 25% False False 11,239
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 5.128
2.618 4.981
1.618 4.891
1.000 4.835
0.618 4.801
HIGH 4.745
0.618 4.711
0.500 4.700
0.382 4.689
LOW 4.655
0.618 4.599
1.000 4.565
1.618 4.509
2.618 4.419
4.250 4.273
Fisher Pivots for day following 27-Apr-2010
Pivot 1 day 3 day
R1 4.700 4.677
PP 4.698 4.661
S1 4.695 4.646

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

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