NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 24-Aug-2009
Day Change Summary
Previous Current
21-Aug-2009 24-Aug-2009 Change Change % Previous Week
Open 5.333 5.310 -0.023 -0.4% 5.486
High 5.384 5.471 0.087 1.6% 5.486
Low 5.311 5.310 -0.001 0.0% 5.311
Close 5.340 5.446 0.106 2.0% 5.340
Range 0.073 0.161 0.088 120.5% 0.175
ATR 0.120 0.123 0.003 2.4% 0.000
Volume 2,111 2,403 292 13.8% 10,725
Daily Pivots for day following 24-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.892 5.830 5.535
R3 5.731 5.669 5.490
R2 5.570 5.570 5.476
R1 5.508 5.508 5.461 5.539
PP 5.409 5.409 5.409 5.425
S1 5.347 5.347 5.431 5.378
S2 5.248 5.248 5.416
S3 5.087 5.186 5.402
S4 4.926 5.025 5.357
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.904 5.797 5.436
R3 5.729 5.622 5.388
R2 5.554 5.554 5.372
R1 5.447 5.447 5.356 5.413
PP 5.379 5.379 5.379 5.362
S1 5.272 5.272 5.324 5.238
S2 5.204 5.204 5.308
S3 5.029 5.097 5.292
S4 4.854 4.922 5.244
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.471 5.310 0.161 3.0% 0.099 1.8% 84% True True 2,090
10 5.646 5.310 0.336 6.2% 0.092 1.7% 40% False True 2,036
20 5.886 5.310 0.576 10.6% 0.118 2.2% 24% False True 2,092
40 5.886 5.170 0.716 13.1% 0.120 2.2% 39% False False 2,283
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.013
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 6.155
2.618 5.892
1.618 5.731
1.000 5.632
0.618 5.570
HIGH 5.471
0.618 5.409
0.500 5.391
0.382 5.372
LOW 5.310
0.618 5.211
1.000 5.149
1.618 5.050
2.618 4.889
4.250 4.626
Fisher Pivots for day following 24-Aug-2009
Pivot 1 day 3 day
R1 5.428 5.428
PP 5.409 5.409
S1 5.391 5.391

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

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