NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 23-Apr-2010
Day Change Summary
Previous Current
22-Apr-2010 23-Apr-2010 Change Change % Previous Week
Open 5.250 5.462 0.212 4.0% 5.255
High 5.365 5.513 0.148 2.8% 5.513
Low 5.214 5.307 0.093 1.8% 5.142
Close 5.357 5.462 0.105 2.0% 5.462
Range 0.151 0.206 0.055 36.4% 0.371
ATR 0.137 0.142 0.005 3.6% 0.000
Volume 2,679 3,516 837 31.2% 13,991
Daily Pivots for day following 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 6.045 5.960 5.575
R3 5.839 5.754 5.519
R2 5.633 5.633 5.500
R1 5.548 5.548 5.481 5.565
PP 5.427 5.427 5.427 5.436
S1 5.342 5.342 5.443 5.359
S2 5.221 5.221 5.424
S3 5.015 5.136 5.405
S4 4.809 4.930 5.349
Weekly Pivots for week ending 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 6.485 6.345 5.666
R3 6.114 5.974 5.564
R2 5.743 5.743 5.530
R1 5.603 5.603 5.496 5.673
PP 5.372 5.372 5.372 5.408
S1 5.232 5.232 5.428 5.302
S2 5.001 5.001 5.394
S3 4.630 4.861 5.360
S4 4.259 4.490 5.258
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.513 5.142 0.371 6.8% 0.133 2.4% 86% True False 2,798
10 5.513 5.142 0.371 6.8% 0.144 2.6% 86% True False 3,027
20 5.531 5.068 0.463 8.5% 0.151 2.8% 85% False False 3,624
40 5.953 5.068 0.885 16.2% 0.126 2.3% 45% False False 3,034
60 6.573 5.068 1.505 27.6% 0.126 2.3% 26% False False 2,666
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.036
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6.389
2.618 6.052
1.618 5.846
1.000 5.719
0.618 5.640
HIGH 5.513
0.618 5.434
0.500 5.410
0.382 5.386
LOW 5.307
0.618 5.180
1.000 5.101
1.618 4.974
2.618 4.768
4.250 4.432
Fisher Pivots for day following 23-Apr-2010
Pivot 1 day 3 day
R1 5.445 5.429
PP 5.427 5.396
S1 5.410 5.364

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

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