NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 15-Apr-2010
Day Change Summary
Previous Current
14-Apr-2010 15-Apr-2010 Change Change % Previous Week
Open 4.544 4.314 -0.230 -5.1% 4.433
High 4.587 4.530 -0.057 -1.2% 4.662
Low 4.474 4.306 -0.168 -3.8% 4.223
Close 4.544 4.314 -0.230 -5.1% 4.454
Range 0.113 0.224 0.111 98.2% 0.439
ATR 0.161 0.167 0.005 3.4% 0.000
Volume 7,667 10,535 2,868 37.4% 44,570
Daily Pivots for day following 15-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.055 4.909 4.437
R3 4.831 4.685 4.376
R2 4.607 4.607 4.355
R1 4.461 4.461 4.335 4.426
PP 4.383 4.383 4.383 4.366
S1 4.237 4.237 4.293 4.202
S2 4.159 4.159 4.273
S3 3.935 4.013 4.252
S4 3.711 3.789 4.191
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.763 5.548 4.695
R3 5.324 5.109 4.575
R2 4.885 4.885 4.534
R1 4.670 4.670 4.494 4.778
PP 4.446 4.446 4.446 4.500
S1 4.231 4.231 4.414 4.339
S2 4.007 4.007 4.374
S3 3.568 3.792 4.333
S4 3.129 3.353 4.213
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.587 4.306 0.281 6.5% 0.181 4.2% 3% False True 9,499
10 4.662 4.168 0.494 11.5% 0.204 4.7% 30% False False 9,293
20 4.662 4.145 0.517 12.0% 0.164 3.8% 33% False False 7,355
40 5.613 4.145 1.468 34.0% 0.137 3.2% 12% False False 5,783
60 5.987 4.145 1.842 42.7% 0.138 3.2% 9% False False 4,627
80 6.160 4.145 2.015 46.7% 0.143 3.3% 8% False False 3,990
100 6.160 4.145 2.015 46.7% 0.150 3.5% 8% False False 3,575
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.041
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.482
2.618 5.116
1.618 4.892
1.000 4.754
0.618 4.668
HIGH 4.530
0.618 4.444
0.500 4.418
0.382 4.392
LOW 4.306
0.618 4.168
1.000 4.082
1.618 3.944
2.618 3.720
4.250 3.354
Fisher Pivots for day following 15-Apr-2010
Pivot 1 day 3 day
R1 4.418 4.447
PP 4.383 4.402
S1 4.349 4.358

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

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