NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 28-Aug-2009
Day Change Summary
Previous Current
27-Aug-2009 28-Aug-2009 Change Change % Previous Week
Open 5.395 5.400 0.005 0.1% 5.310
High 5.409 5.400 -0.009 -0.2% 5.471
Low 5.285 5.260 -0.025 -0.5% 5.260
Close 5.394 5.285 -0.109 -2.0% 5.285
Range 0.124 0.140 0.016 12.9% 0.211
ATR 0.116 0.118 0.002 1.5% 0.000
Volume 1,681 2,989 1,308 77.8% 11,031
Daily Pivots for day following 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.735 5.650 5.362
R3 5.595 5.510 5.324
R2 5.455 5.455 5.311
R1 5.370 5.370 5.298 5.343
PP 5.315 5.315 5.315 5.301
S1 5.230 5.230 5.272 5.203
S2 5.175 5.175 5.259
S3 5.035 5.090 5.247
S4 4.895 4.950 5.208
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.972 5.839 5.401
R3 5.761 5.628 5.343
R2 5.550 5.550 5.324
R1 5.417 5.417 5.304 5.378
PP 5.339 5.339 5.339 5.319
S1 5.206 5.206 5.266 5.167
S2 5.128 5.128 5.246
S3 4.917 4.995 5.227
S4 4.706 4.784 5.169
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.471 5.260 0.211 4.0% 0.110 2.1% 12% False True 2,206
10 5.486 5.260 0.226 4.3% 0.094 1.8% 11% False True 2,175
20 5.886 5.260 0.626 11.8% 0.110 2.1% 4% False True 2,149
40 5.886 5.170 0.716 13.5% 0.119 2.3% 16% False False 2,361
60 6.255 5.170 1.085 20.5% 0.124 2.3% 11% False False 2,153
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.009
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.995
2.618 5.767
1.618 5.627
1.000 5.540
0.618 5.487
HIGH 5.400
0.618 5.347
0.500 5.330
0.382 5.313
LOW 5.260
0.618 5.173
1.000 5.120
1.618 5.033
2.618 4.893
4.250 4.665
Fisher Pivots for day following 28-Aug-2009
Pivot 1 day 3 day
R1 5.330 5.343
PP 5.315 5.324
S1 5.300 5.304

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

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