NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 26-Apr-2010
Day Change Summary
Previous Current
23-Apr-2010 26-Apr-2010 Change Change % Previous Week
Open 4.407 4.579 0.172 3.9% 4.330
High 4.589 4.593 0.004 0.1% 4.589
Low 4.363 4.471 0.108 2.5% 4.180
Close 4.542 4.558 0.016 0.4% 4.542
Range 0.226 0.122 -0.104 -46.0% 0.409
ATR 0.164 0.161 -0.003 -1.8% 0.000
Volume 10,506 7,336 -3,170 -30.2% 44,498
Daily Pivots for day following 26-Apr-2010
Classic Woodie Camarilla DeMark
R4 4.907 4.854 4.625
R3 4.785 4.732 4.592
R2 4.663 4.663 4.580
R1 4.610 4.610 4.569 4.576
PP 4.541 4.541 4.541 4.523
S1 4.488 4.488 4.547 4.454
S2 4.419 4.419 4.536
S3 4.297 4.366 4.524
S4 4.175 4.244 4.491
Weekly Pivots for week ending 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.664 5.512 4.767
R3 5.255 5.103 4.654
R2 4.846 4.846 4.617
R1 4.694 4.694 4.579 4.770
PP 4.437 4.437 4.437 4.475
S1 4.285 4.285 4.505 4.361
S2 4.028 4.028 4.467
S3 3.619 3.876 4.430
S4 3.210 3.467 4.317
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.593 4.180 0.413 9.1% 0.149 3.3% 92% True False 8,954
10 4.593 4.180 0.413 9.1% 0.158 3.5% 92% True False 12,502
20 4.601 4.117 0.484 10.6% 0.178 3.9% 91% False False 11,996
40 5.139 4.117 1.022 22.4% 0.144 3.2% 43% False False 8,663
60 5.864 4.117 1.747 38.3% 0.139 3.0% 25% False False 6,859
80 6.111 4.117 1.994 43.7% 0.144 3.2% 22% False False 5,772
100 6.111 4.117 1.994 43.7% 0.151 3.3% 22% False False 5,201
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.033
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.112
2.618 4.912
1.618 4.790
1.000 4.715
0.618 4.668
HIGH 4.593
0.618 4.546
0.500 4.532
0.382 4.518
LOW 4.471
0.618 4.396
1.000 4.349
1.618 4.274
2.618 4.152
4.250 3.953
Fisher Pivots for day following 26-Apr-2010
Pivot 1 day 3 day
R1 4.549 4.510
PP 4.541 4.462
S1 4.532 4.415

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

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