NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 29-Apr-2010
Day Change Summary
Previous Current
28-Apr-2010 29-Apr-2010 Change Change % Previous Week
Open 4.716 4.741 0.025 0.5% 4.409
High 4.802 4.766 -0.036 -0.7% 4.765
Low 4.689 4.385 -0.304 -6.5% 4.352
Close 4.732 4.394 -0.338 -7.1% 4.704
Range 0.113 0.381 0.268 237.2% 0.413
ATR 0.149 0.166 0.017 11.1% 0.000
Volume 10,191 11,311 1,120 11.0% 50,920
Daily Pivots for day following 29-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.658 5.407 4.604
R3 5.277 5.026 4.499
R2 4.896 4.896 4.464
R1 4.645 4.645 4.429 4.580
PP 4.515 4.515 4.515 4.483
S1 4.264 4.264 4.359 4.199
S2 4.134 4.134 4.324
S3 3.753 3.883 4.289
S4 3.372 3.502 4.184
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 4.385 0.417 9.5% 0.188 4.3% 2% False True 12,161
10 4.802 4.352 0.450 10.2% 0.160 3.6% 9% False False 11,192
20 4.802 4.290 0.512 11.7% 0.179 4.1% 20% False False 13,509
40 5.189 4.264 0.925 21.1% 0.148 3.4% 14% False False 12,507
60 6.000 4.264 1.736 39.5% 0.143 3.3% 7% False False 11,357
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 0.028
Widest range in 66 trading days
Fibonacci Retracements and Extensions
4.250 6.385
2.618 5.763
1.618 5.382
1.000 5.147
0.618 5.001
HIGH 4.766
0.618 4.620
0.500 4.576
0.382 4.531
LOW 4.385
0.618 4.150
1.000 4.004
1.618 3.769
2.618 3.388
4.250 2.766
Fisher Pivots for day following 29-Apr-2010
Pivot 1 day 3 day
R1 4.576 4.594
PP 4.515 4.527
S1 4.455 4.461

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

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