NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 22-Apr-2010
Day Change Summary
Previous Current
21-Apr-2010 22-Apr-2010 Change Change % Previous Week
Open 4.278 4.289 0.011 0.3% 4.351
High 4.339 4.431 0.092 2.1% 4.550
Low 4.245 4.236 -0.009 -0.2% 4.257
Close 4.266 4.426 0.160 3.8% 4.326
Range 0.094 0.195 0.101 107.4% 0.293
ATR 0.157 0.160 0.003 1.7% 0.000
Volume 7,592 9,590 1,998 26.3% 88,339
Daily Pivots for day following 22-Apr-2010
Classic Woodie Camarilla DeMark
R4 4.949 4.883 4.533
R3 4.754 4.688 4.480
R2 4.559 4.559 4.462
R1 4.493 4.493 4.444 4.526
PP 4.364 4.364 4.364 4.381
S1 4.298 4.298 4.408 4.331
S2 4.169 4.169 4.390
S3 3.974 4.103 4.372
S4 3.779 3.908 4.319
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 4.431 4.180 0.251 5.7% 0.136 3.1% 98% True False 10,459
10 4.550 4.180 0.370 8.4% 0.163 3.7% 66% False False 13,926
20 4.601 4.117 0.484 10.9% 0.173 3.9% 64% False False 11,588
40 5.146 4.117 1.029 23.2% 0.139 3.1% 30% False False 8,354
60 5.864 4.117 1.747 39.5% 0.138 3.1% 18% False False 6,653
80 6.111 4.117 1.994 45.1% 0.141 3.2% 15% False False 5,633
100 6.111 4.117 1.994 45.1% 0.153 3.4% 15% False False 5,050
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.039
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.260
2.618 4.942
1.618 4.747
1.000 4.626
0.618 4.552
HIGH 4.431
0.618 4.357
0.500 4.334
0.382 4.310
LOW 4.236
0.618 4.115
1.000 4.041
1.618 3.920
2.618 3.725
4.250 3.407
Fisher Pivots for day following 22-Apr-2010
Pivot 1 day 3 day
R1 4.395 4.386
PP 4.364 4.346
S1 4.334 4.306

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

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