NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 21-Apr-2010
Day Change Summary
Previous Current
20-Apr-2010 21-Apr-2010 Change Change % Previous Week
Open 5.207 5.241 0.034 0.7% 5.366
High 5.261 5.299 0.038 0.7% 5.409
Low 5.159 5.220 0.061 1.2% 5.161
Close 5.247 5.243 -0.004 -0.1% 5.232
Range 0.102 0.079 -0.023 -22.5% 0.248
ATR 0.140 0.136 -0.004 -3.1% 0.000
Volume 2,833 2,218 -615 -21.7% 16,280
Daily Pivots for day following 21-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.491 5.446 5.286
R3 5.412 5.367 5.265
R2 5.333 5.333 5.257
R1 5.288 5.288 5.250 5.311
PP 5.254 5.254 5.254 5.265
S1 5.209 5.209 5.236 5.232
S2 5.175 5.175 5.229
S3 5.096 5.130 5.221
S4 5.017 5.051 5.200
Weekly Pivots for week ending 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 6.011 5.870 5.368
R3 5.763 5.622 5.300
R2 5.515 5.515 5.277
R1 5.374 5.374 5.255 5.321
PP 5.267 5.267 5.267 5.241
S1 5.126 5.126 5.209 5.073
S2 5.019 5.019 5.187
S3 4.771 4.878 5.164
S4 4.523 4.630 5.096
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.378 5.142 0.236 4.5% 0.125 2.4% 43% False False 3,062
10 5.409 5.135 0.274 5.2% 0.140 2.7% 39% False False 3,045
20 5.531 5.068 0.463 8.8% 0.142 2.7% 38% False False 3,580
40 5.953 5.068 0.885 16.9% 0.122 2.3% 20% False False 2,988
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 0.032
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 5.635
2.618 5.506
1.618 5.427
1.000 5.378
0.618 5.348
HIGH 5.299
0.618 5.269
0.500 5.260
0.382 5.250
LOW 5.220
0.618 5.171
1.000 5.141
1.618 5.092
2.618 5.013
4.250 4.884
Fisher Pivots for day following 21-Apr-2010
Pivot 1 day 3 day
R1 5.260 5.236
PP 5.254 5.228
S1 5.249 5.221

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

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