NYMEX Natural Gas Future December 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 5.489 5.483 -0.006 -0.1% 5.255
High 5.512 5.512 0.000 0.0% 5.513
Low 5.405 5.425 0.020 0.4% 5.142
Close 5.468 5.474 0.006 0.1% 5.462
Range 0.107 0.087 -0.020 -18.7% 0.371
ATR 0.139 0.135 -0.004 -2.7% 0.000
Volume 3,862 2,670 -1,192 -30.9% 13,991
Daily Pivots for day following 27-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.731 5.690 5.522
R3 5.644 5.603 5.498
R2 5.557 5.557 5.490
R1 5.516 5.516 5.482 5.493
PP 5.470 5.470 5.470 5.459
S1 5.429 5.429 5.466 5.406
S2 5.383 5.383 5.458
S3 5.296 5.342 5.450
S4 5.209 5.255 5.426
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 5.214 0.299 5.5% 0.126 2.3% 87% False False 2,989
10 5.513 5.142 0.371 6.8% 0.129 2.3% 89% False False 3,213
20 5.531 5.068 0.463 8.5% 0.151 2.8% 88% False False 3,666
40 5.846 5.068 0.778 14.2% 0.125 2.3% 52% False False 3,129
60 6.573 5.068 1.505 27.5% 0.125 2.3% 27% False False 2,695
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.033
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.882
2.618 5.740
1.618 5.653
1.000 5.599
0.618 5.566
HIGH 5.512
0.618 5.479
0.500 5.469
0.382 5.458
LOW 5.425
0.618 5.371
1.000 5.338
1.618 5.284
2.618 5.197
4.250 5.055
Fisher Pivots for day following 27-Apr-2010
Pivot 1 day 3 day
R1 5.472 5.453
PP 5.470 5.431
S1 5.469 5.410

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

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