NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 14-Aug-2009
Day Change Summary
Previous Current
13-Aug-2009 14-Aug-2009 Change Change % Previous Week
Open 5.600 5.562 -0.038 -0.7% 5.625
High 5.639 5.574 -0.065 -1.2% 5.670
Low 5.527 5.515 -0.012 -0.2% 5.515
Close 5.550 5.531 -0.019 -0.3% 5.531
Range 0.112 0.059 -0.053 -47.3% 0.155
ATR 0.141 0.135 -0.006 -4.2% 0.000
Volume 2,039 2,803 764 37.5% 8,701
Daily Pivots for day following 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.717 5.683 5.563
R3 5.658 5.624 5.547
R2 5.599 5.599 5.542
R1 5.565 5.565 5.536 5.553
PP 5.540 5.540 5.540 5.534
S1 5.506 5.506 5.526 5.494
S2 5.481 5.481 5.520
S3 5.422 5.447 5.515
S4 5.363 5.388 5.499
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 6.037 5.939 5.616
R3 5.882 5.784 5.574
R2 5.727 5.727 5.559
R1 5.629 5.629 5.545 5.601
PP 5.572 5.572 5.572 5.558
S1 5.474 5.474 5.517 5.446
S2 5.417 5.417 5.503
S3 5.262 5.319 5.488
S4 5.107 5.164 5.446
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.670 5.515 0.155 2.8% 0.092 1.7% 10% False True 1,740
10 5.886 5.515 0.371 6.7% 0.125 2.3% 4% False True 2,123
20 5.886 5.316 0.570 10.3% 0.130 2.3% 38% False False 2,226
40 5.946 5.170 0.776 14.0% 0.123 2.2% 47% False False 2,204
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 5.825
2.618 5.728
1.618 5.669
1.000 5.633
0.618 5.610
HIGH 5.574
0.618 5.551
0.500 5.545
0.382 5.538
LOW 5.515
0.618 5.479
1.000 5.456
1.618 5.420
2.618 5.361
4.250 5.264
Fisher Pivots for day following 14-Aug-2009
Pivot 1 day 3 day
R1 5.545 5.577
PP 5.540 5.562
S1 5.536 5.546

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

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