NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 20-Aug-2009
Day Change Summary
Previous Current
19-Aug-2009 20-Aug-2009 Change Change % Previous Week
Open 5.360 5.420 0.060 1.1% 5.625
High 5.408 5.422 0.014 0.3% 5.670
Low 5.340 5.333 -0.007 -0.1% 5.515
Close 5.376 5.341 -0.035 -0.7% 5.531
Range 0.068 0.089 0.021 30.9% 0.155
ATR 0.126 0.124 -0.003 -2.1% 0.000
Volume 2,222 1,840 -382 -17.2% 8,701
Daily Pivots for day following 20-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.632 5.576 5.390
R3 5.543 5.487 5.365
R2 5.454 5.454 5.357
R1 5.398 5.398 5.349 5.382
PP 5.365 5.365 5.365 5.357
S1 5.309 5.309 5.333 5.293
S2 5.276 5.276 5.325
S3 5.187 5.220 5.317
S4 5.098 5.131 5.292
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 5.574 5.333 0.241 4.5% 0.075 1.4% 3% False True 2,283
10 5.742 5.333 0.409 7.7% 0.093 1.7% 2% False True 1,967
20 5.886 5.316 0.570 10.7% 0.117 2.2% 4% False False 2,152
40 5.902 5.170 0.732 13.7% 0.119 2.2% 23% False False 2,254
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.800
2.618 5.655
1.618 5.566
1.000 5.511
0.618 5.477
HIGH 5.422
0.618 5.388
0.500 5.378
0.382 5.367
LOW 5.333
0.618 5.278
1.000 5.244
1.618 5.189
2.618 5.100
4.250 4.955
Fisher Pivots for day following 20-Aug-2009
Pivot 1 day 3 day
R1 5.378 5.397
PP 5.365 5.378
S1 5.353 5.360

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

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