NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 13-Apr-2010
Day Change Summary
Previous Current
12-Apr-2010 13-Apr-2010 Change Change % Previous Week
Open 4.351 4.328 -0.023 -0.5% 4.575
High 4.508 4.475 -0.033 -0.7% 4.601
Low 4.285 4.287 0.002 0.0% 4.178
Close 4.351 4.469 0.118 2.7% 4.407
Range 0.223 0.188 -0.035 -15.7% 0.423
ATR 0.165 0.166 0.002 1.0% 0.000
Volume 15,153 14,804 -349 -2.3% 72,636
Daily Pivots for day following 13-Apr-2010
Classic Woodie Camarilla DeMark
R4 4.974 4.910 4.572
R3 4.786 4.722 4.521
R2 4.598 4.598 4.503
R1 4.534 4.534 4.486 4.566
PP 4.410 4.410 4.410 4.427
S1 4.346 4.346 4.452 4.378
S2 4.222 4.222 4.435
S3 4.034 4.158 4.417
S4 3.846 3.970 4.366
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.664 5.459 4.640
R3 5.241 5.036 4.523
R2 4.818 4.818 4.485
R1 4.613 4.613 4.446 4.504
PP 4.395 4.395 4.395 4.341
S1 4.190 4.190 4.368 4.081
S2 3.972 3.972 4.329
S3 3.549 3.767 4.291
S4 3.126 3.344 4.174
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.508 4.178 0.330 7.4% 0.184 4.1% 88% False False 14,716
10 4.601 4.117 0.484 10.8% 0.206 4.6% 73% False False 12,557
20 4.715 4.117 0.598 13.4% 0.156 3.5% 59% False False 8,682
40 5.752 4.117 1.635 36.6% 0.133 3.0% 22% False False 6,764
60 5.951 4.117 1.834 41.0% 0.134 3.0% 19% False False 5,348
80 6.111 4.117 1.994 44.6% 0.146 3.3% 18% False False 4,743
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.047
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.274
2.618 4.967
1.618 4.779
1.000 4.663
0.618 4.591
HIGH 4.475
0.618 4.403
0.500 4.381
0.382 4.359
LOW 4.287
0.618 4.171
1.000 4.099
1.618 3.983
2.618 3.795
4.250 3.488
Fisher Pivots for day following 13-Apr-2010
Pivot 1 day 3 day
R1 4.440 4.440
PP 4.410 4.412
S1 4.381 4.383

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

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