NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 11-Aug-2009
Day Change Summary
Previous Current
10-Aug-2009 11-Aug-2009 Change Change % Previous Week
Open 5.625 5.646 0.021 0.4% 5.700
High 5.670 5.646 -0.024 -0.4% 5.886
Low 5.580 5.535 -0.045 -0.8% 5.589
Close 5.604 5.566 -0.038 -0.7% 5.597
Range 0.090 0.111 0.021 23.3% 0.297
ATR 0.150 0.148 -0.003 -1.9% 0.000
Volume 1,461 860 -601 -41.1% 12,529
Daily Pivots for day following 11-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.915 5.852 5.627
R3 5.804 5.741 5.597
R2 5.693 5.693 5.586
R1 5.630 5.630 5.576 5.606
PP 5.582 5.582 5.582 5.571
S1 5.519 5.519 5.556 5.495
S2 5.471 5.471 5.546
S3 5.360 5.408 5.535
S4 5.249 5.297 5.505
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 6.582 6.386 5.760
R3 6.285 6.089 5.679
R2 5.988 5.988 5.651
R1 5.792 5.792 5.624 5.742
PP 5.691 5.691 5.691 5.665
S1 5.495 5.495 5.570 5.445
S2 5.394 5.394 5.543
S3 5.097 5.198 5.515
S4 4.800 4.901 5.434
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.886 5.535 0.351 6.3% 0.138 2.5% 9% False True 1,928
10 5.886 5.316 0.570 10.2% 0.145 2.6% 44% False False 2,079
20 5.886 5.204 0.682 12.3% 0.146 2.6% 53% False False 2,266
40 6.190 5.170 1.020 18.3% 0.130 2.3% 39% False False 2,230
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 0.023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.118
2.618 5.937
1.618 5.826
1.000 5.757
0.618 5.715
HIGH 5.646
0.618 5.604
0.500 5.591
0.382 5.577
LOW 5.535
0.618 5.466
1.000 5.424
1.618 5.355
2.618 5.244
4.250 5.063
Fisher Pivots for day following 11-Aug-2009
Pivot 1 day 3 day
R1 5.591 5.639
PP 5.582 5.614
S1 5.574 5.590

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

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