NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 01-Apr-2010
Day Change Summary
Previous Current
31-Mar-2010 01-Apr-2010 Change Change % Previous Week
Open 4.318 4.223 -0.095 -2.2% 4.417
High 4.386 4.468 0.082 1.9% 4.485
Low 4.209 4.168 -0.041 -1.0% 4.205
Close 4.213 4.416 0.203 4.8% 4.207
Range 0.177 0.300 0.123 69.5% 0.280
ATR 0.129 0.141 0.012 9.5% 0.000
Volume 6,453 9,154 2,701 41.9% 25,471
Daily Pivots for day following 01-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.251 5.133 4.581
R3 4.951 4.833 4.499
R2 4.651 4.651 4.471
R1 4.533 4.533 4.444 4.592
PP 4.351 4.351 4.351 4.380
S1 4.233 4.233 4.389 4.292
S2 4.051 4.051 4.361
S3 3.751 3.933 4.334
S4 3.451 3.633 4.251
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.139 4.953 4.361
R3 4.859 4.673 4.284
R2 4.579 4.579 4.258
R1 4.393 4.393 4.233 4.346
PP 4.299 4.299 4.299 4.276
S1 4.113 4.113 4.181 4.066
S2 4.019 4.019 4.156
S3 3.739 3.833 4.130
S4 3.459 3.553 4.053
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.468 4.145 0.323 7.3% 0.168 3.8% 84% True False 7,032
10 4.504 4.145 0.359 8.1% 0.135 3.1% 75% False False 6,049
20 4.936 4.145 0.791 17.9% 0.120 2.7% 34% False False 5,726
40 5.884 4.145 1.739 39.4% 0.130 2.9% 16% False False 4,335
60 6.160 4.145 2.015 45.6% 0.134 3.0% 13% False False 3,486
80 6.160 4.145 2.015 45.6% 0.142 3.2% 13% False False 3,157
100 6.160 4.145 2.015 45.6% 0.143 3.2% 13% False False 2,918
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.037
Widest range in 76 trading days
Fibonacci Retracements and Extensions
4.250 5.743
2.618 5.253
1.618 4.953
1.000 4.768
0.618 4.653
HIGH 4.468
0.618 4.353
0.500 4.318
0.382 4.283
LOW 4.168
0.618 3.983
1.000 3.868
1.618 3.683
2.618 3.383
4.250 2.893
Fisher Pivots for day following 01-Apr-2010
Pivot 1 day 3 day
R1 4.383 4.380
PP 4.351 4.343
S1 4.318 4.307

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

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