NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 31-Aug-2009
Day Change Summary
Previous Current
28-Aug-2009 31-Aug-2009 Change Change % Previous Week
Open 5.400 5.250 -0.150 -2.8% 5.310
High 5.400 5.259 -0.141 -2.6% 5.471
Low 5.260 5.180 -0.080 -1.5% 5.260
Close 5.285 5.198 -0.087 -1.6% 5.285
Range 0.140 0.079 -0.061 -43.6% 0.211
ATR 0.118 0.117 -0.001 -0.8% 0.000
Volume 2,989 2,763 -226 -7.6% 11,031
Daily Pivots for day following 31-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.449 5.403 5.241
R3 5.370 5.324 5.220
R2 5.291 5.291 5.212
R1 5.245 5.245 5.205 5.229
PP 5.212 5.212 5.212 5.204
S1 5.166 5.166 5.191 5.150
S2 5.133 5.133 5.184
S3 5.054 5.087 5.176
S4 4.975 5.008 5.155
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 5.446 5.180 0.266 5.1% 0.094 1.8% 7% False True 2,278
10 5.471 5.180 0.291 5.6% 0.096 1.9% 6% False True 2,184
20 5.886 5.180 0.706 13.6% 0.105 2.0% 3% False True 2,216
40 5.886 5.170 0.716 13.8% 0.118 2.3% 4% False False 2,391
60 6.255 5.170 1.085 20.9% 0.123 2.4% 3% False False 2,163
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.595
2.618 5.466
1.618 5.387
1.000 5.338
0.618 5.308
HIGH 5.259
0.618 5.229
0.500 5.220
0.382 5.210
LOW 5.180
0.618 5.131
1.000 5.101
1.618 5.052
2.618 4.973
4.250 4.844
Fisher Pivots for day following 31-Aug-2009
Pivot 1 day 3 day
R1 5.220 5.295
PP 5.212 5.262
S1 5.205 5.230

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

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