NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 28-Apr-2010
Day Change Summary
Previous Current
27-Apr-2010 28-Apr-2010 Change Change % Previous Week
Open 4.655 4.716 0.061 1.3% 4.409
High 4.745 4.802 0.057 1.2% 4.765
Low 4.655 4.689 0.034 0.7% 4.352
Close 4.693 4.732 0.039 0.8% 4.704
Range 0.090 0.113 0.023 25.6% 0.413
ATR 0.152 0.149 -0.003 -1.8% 0.000
Volume 11,729 10,191 -1,538 -13.1% 50,920
Daily Pivots for day following 28-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.080 5.019 4.794
R3 4.967 4.906 4.763
R2 4.854 4.854 4.753
R1 4.793 4.793 4.742 4.824
PP 4.741 4.741 4.741 4.756
S1 4.680 4.680 4.722 4.711
S2 4.628 4.628 4.711
S3 4.515 4.567 4.701
S4 4.402 4.454 4.670
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 4.802 4.405 0.397 8.4% 0.150 3.2% 82% True False 11,284
10 4.802 4.352 0.450 9.5% 0.144 3.0% 84% True False 11,603
20 4.802 4.290 0.512 10.8% 0.168 3.5% 86% True False 13,683
40 5.201 4.264 0.937 19.8% 0.141 3.0% 50% False False 12,488
60 6.000 4.264 1.736 36.7% 0.139 2.9% 27% False False 11,294
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.282
2.618 5.098
1.618 4.985
1.000 4.915
0.618 4.872
HIGH 4.802
0.618 4.759
0.500 4.746
0.382 4.732
LOW 4.689
0.618 4.619
1.000 4.576
1.618 4.506
2.618 4.393
4.250 4.209
Fisher Pivots for day following 28-Apr-2010
Pivot 1 day 3 day
R1 4.746 4.727
PP 4.741 4.721
S1 4.737 4.716

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

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