NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 03-Aug-2009
Day Change Summary
Previous Current
31-Jul-2009 03-Aug-2009 Change Change % Previous Week
Open 5.498 5.700 0.202 3.7% 5.516
High 5.573 5.873 0.300 5.4% 5.591
Low 5.498 5.700 0.202 3.7% 5.316
Close 5.566 5.821 0.255 4.6% 5.566
Range 0.075 0.173 0.098 130.7% 0.275
ATR 0.143 0.155 0.012 8.2% 0.000
Volume 2,040 1,424 -616 -30.2% 9,093
Daily Pivots for day following 03-Aug-2009
Classic Woodie Camarilla DeMark
R4 6.317 6.242 5.916
R3 6.144 6.069 5.869
R2 5.971 5.971 5.853
R1 5.896 5.896 5.837 5.934
PP 5.798 5.798 5.798 5.817
S1 5.723 5.723 5.805 5.761
S2 5.625 5.625 5.789
S3 5.452 5.550 5.773
S4 5.279 5.377 5.726
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.316 6.216 5.717
R3 6.041 5.941 5.642
R2 5.766 5.766 5.616
R1 5.666 5.666 5.591 5.716
PP 5.491 5.491 5.491 5.516
S1 5.391 5.391 5.541 5.441
S2 5.216 5.216 5.516
S3 4.941 5.116 5.490
S4 4.666 4.841 5.415
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.873 5.316 0.557 9.6% 0.146 2.5% 91% True False 1,782
10 5.873 5.316 0.557 9.6% 0.139 2.4% 91% True False 2,191
20 5.873 5.170 0.703 12.1% 0.131 2.3% 93% True False 2,567
40 6.255 5.170 1.085 18.6% 0.133 2.3% 60% False False 2,137
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.608
2.618 6.326
1.618 6.153
1.000 6.046
0.618 5.980
HIGH 5.873
0.618 5.807
0.500 5.787
0.382 5.766
LOW 5.700
0.618 5.593
1.000 5.527
1.618 5.420
2.618 5.247
4.250 4.965
Fisher Pivots for day following 03-Aug-2009
Pivot 1 day 3 day
R1 5.810 5.756
PP 5.798 5.690
S1 5.787 5.625

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

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