NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 30-Apr-2010
Day Change Summary
Previous Current
29-Apr-2010 30-Apr-2010 Change Change % Previous Week
Open 4.741 4.430 -0.311 -6.6% 4.737
High 4.766 4.475 -0.291 -6.1% 4.802
Low 4.385 4.300 -0.085 -1.9% 4.300
Close 4.394 4.330 -0.064 -1.5% 4.330
Range 0.381 0.175 -0.206 -54.1% 0.502
ATR 0.166 0.167 0.001 0.4% 0.000
Volume 11,311 28,164 16,853 149.0% 73,368
Daily Pivots for day following 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 4.893 4.787 4.426
R3 4.718 4.612 4.378
R2 4.543 4.543 4.362
R1 4.437 4.437 4.346 4.403
PP 4.368 4.368 4.368 4.351
S1 4.262 4.262 4.314 4.228
S2 4.193 4.193 4.298
S3 4.018 4.087 4.282
S4 3.843 3.912 4.234
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.983 5.659 4.606
R3 5.481 5.157 4.468
R2 4.979 4.979 4.422
R1 4.655 4.655 4.376 4.566
PP 4.477 4.477 4.477 4.433
S1 4.153 4.153 4.284 4.064
S2 3.975 3.975 4.238
S3 3.473 3.651 4.192
S4 2.971 3.149 4.054
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.802 4.300 0.502 11.6% 0.176 4.1% 6% False True 14,673
10 4.802 4.300 0.502 11.6% 0.165 3.8% 6% False True 12,428
20 4.802 4.300 0.502 11.6% 0.173 4.0% 6% False True 14,010
40 5.047 4.264 0.783 18.1% 0.148 3.4% 8% False False 12,913
60 6.000 4.264 1.736 40.1% 0.144 3.3% 4% False False 11,705
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.219
2.618 4.933
1.618 4.758
1.000 4.650
0.618 4.583
HIGH 4.475
0.618 4.408
0.500 4.388
0.382 4.367
LOW 4.300
0.618 4.192
1.000 4.125
1.618 4.017
2.618 3.842
4.250 3.556
Fisher Pivots for day following 30-Apr-2010
Pivot 1 day 3 day
R1 4.388 4.551
PP 4.368 4.477
S1 4.349 4.404

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

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