NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 04-Aug-2009
Day Change Summary
Previous Current
03-Aug-2009 04-Aug-2009 Change Change % Previous Week
Open 5.700 5.730 0.030 0.5% 5.516
High 5.873 5.832 -0.041 -0.7% 5.591
Low 5.700 5.701 0.001 0.0% 5.316
Close 5.821 5.815 -0.006 -0.1% 5.566
Range 0.173 0.131 -0.042 -24.3% 0.275
ATR 0.155 0.153 -0.002 -1.1% 0.000
Volume 1,424 3,782 2,358 165.6% 9,093
Daily Pivots for day following 04-Aug-2009
Classic Woodie Camarilla DeMark
R4 6.176 6.126 5.887
R3 6.045 5.995 5.851
R2 5.914 5.914 5.839
R1 5.864 5.864 5.827 5.889
PP 5.783 5.783 5.783 5.795
S1 5.733 5.733 5.803 5.758
S2 5.652 5.652 5.791
S3 5.521 5.602 5.779
S4 5.390 5.471 5.743
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% 0.151 2.6% 90% False False 2,229
10 5.873 5.316 0.557 9.6% 0.143 2.5% 90% False False 2,441
20 5.873 5.170 0.703 12.1% 0.132 2.3% 92% False False 2,579
40 6.255 5.170 1.085 18.7% 0.133 2.3% 59% False False 2,192
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.389
2.618 6.175
1.618 6.044
1.000 5.963
0.618 5.913
HIGH 5.832
0.618 5.782
0.500 5.767
0.382 5.751
LOW 5.701
0.618 5.620
1.000 5.570
1.618 5.489
2.618 5.358
4.250 5.144
Fisher Pivots for day following 04-Aug-2009
Pivot 1 day 3 day
R1 5.799 5.772
PP 5.783 5.729
S1 5.767 5.686

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

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