NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 20-Apr-2010
Day Change Summary
Previous Current
19-Apr-2010 20-Apr-2010 Change Change % Previous Week
Open 4.330 4.280 -0.050 -1.2% 4.351
High 4.363 4.290 -0.073 -1.7% 4.550
Low 4.200 4.180 -0.020 -0.5% 4.257
Close 4.241 4.280 0.039 0.9% 4.326
Range 0.163 0.110 -0.053 -32.5% 0.293
ATR 0.166 0.162 -0.004 -2.4% 0.000
Volume 7,061 9,749 2,688 38.1% 88,339
Daily Pivots for day following 20-Apr-2010
Classic Woodie Camarilla DeMark
R4 4.580 4.540 4.341
R3 4.470 4.430 4.310
R2 4.360 4.360 4.300
R1 4.320 4.320 4.290 4.335
PP 4.250 4.250 4.250 4.258
S1 4.210 4.210 4.270 4.225
S2 4.140 4.140 4.260
S3 4.030 4.100 4.250
S4 3.920 3.990 4.220
Weekly Pivots for week ending 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.257 5.084 4.487
R3 4.964 4.791 4.407
R2 4.671 4.671 4.380
R1 4.498 4.498 4.353 4.438
PP 4.378 4.378 4.378 4.348
S1 4.205 4.205 4.299 4.145
S2 4.085 4.085 4.272
S3 3.792 3.912 4.245
S4 3.499 3.619 4.165
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.550 4.180 0.370 8.6% 0.151 3.5% 27% False True 15,038
10 4.550 4.178 0.372 8.7% 0.167 3.9% 27% False False 14,877
20 4.601 4.117 0.484 11.3% 0.166 3.9% 34% False False 11,140
40 5.199 4.117 1.082 25.3% 0.137 3.2% 15% False False 8,077
60 5.940 4.117 1.823 42.6% 0.137 3.2% 9% False False 6,450
80 6.111 4.117 1.994 46.6% 0.143 3.3% 8% False False 5,478
100 6.111 4.117 1.994 46.6% 0.154 3.6% 8% False False 4,903
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.037
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 4.758
2.618 4.578
1.618 4.468
1.000 4.400
0.618 4.358
HIGH 4.290
0.618 4.248
0.500 4.235
0.382 4.222
LOW 4.180
0.618 4.112
1.000 4.070
1.618 4.002
2.618 3.892
4.250 3.713
Fisher Pivots for day following 20-Apr-2010
Pivot 1 day 3 day
R1 4.265 4.279
PP 4.250 4.278
S1 4.235 4.278

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

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