NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 27-Aug-2009
Day Change Summary
Previous Current
26-Aug-2009 27-Aug-2009 Change Change % Previous Week
Open 5.368 5.395 0.027 0.5% 5.486
High 5.426 5.409 -0.017 -0.3% 5.486
Low 5.368 5.285 -0.083 -1.5% 5.311
Close 5.423 5.394 -0.029 -0.5% 5.340
Range 0.058 0.124 0.066 113.8% 0.175
ATR 0.115 0.116 0.002 1.5% 0.000
Volume 1,298 1,681 383 29.5% 10,725
Daily Pivots for day following 27-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.735 5.688 5.462
R3 5.611 5.564 5.428
R2 5.487 5.487 5.417
R1 5.440 5.440 5.405 5.402
PP 5.363 5.363 5.363 5.343
S1 5.316 5.316 5.383 5.278
S2 5.239 5.239 5.371
S3 5.115 5.192 5.360
S4 4.991 5.068 5.326
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 5.285 0.186 3.4% 0.097 1.8% 59% False True 2,030
10 5.574 5.285 0.289 5.4% 0.086 1.6% 38% False True 2,157
20 5.886 5.285 0.601 11.1% 0.106 2.0% 18% False True 2,101
40 5.886 5.170 0.716 13.3% 0.119 2.2% 31% False False 2,333
60 6.255 5.170 1.085 20.1% 0.124 2.3% 21% False False 2,153
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 0.011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.936
2.618 5.734
1.618 5.610
1.000 5.533
0.618 5.486
HIGH 5.409
0.618 5.362
0.500 5.347
0.382 5.332
LOW 5.285
0.618 5.208
1.000 5.161
1.618 5.084
2.618 4.960
4.250 4.758
Fisher Pivots for day following 27-Aug-2009
Pivot 1 day 3 day
R1 5.378 5.385
PP 5.363 5.375
S1 5.347 5.366

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

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