NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 01-Sep-2009
Day Change Summary
Previous Current
31-Aug-2009 01-Sep-2009 Change Change % Previous Week
Open 5.250 5.184 -0.066 -1.3% 5.310
High 5.259 5.208 -0.051 -1.0% 5.471
Low 5.180 5.062 -0.118 -2.3% 5.260
Close 5.198 5.070 -0.128 -2.5% 5.285
Range 0.079 0.146 0.067 84.8% 0.211
ATR 0.117 0.119 0.002 1.8% 0.000
Volume 2,763 4,252 1,489 53.9% 11,031
Daily Pivots for day following 01-Sep-2009
Classic Woodie Camarilla DeMark
R4 5.551 5.457 5.150
R3 5.405 5.311 5.110
R2 5.259 5.259 5.097
R1 5.165 5.165 5.083 5.139
PP 5.113 5.113 5.113 5.101
S1 5.019 5.019 5.057 4.993
S2 4.967 4.967 5.043
S3 4.821 4.873 5.030
S4 4.675 4.727 4.990
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 5.426 5.062 0.364 7.2% 0.109 2.2% 2% False True 2,596
10 5.471 5.062 0.409 8.1% 0.101 2.0% 2% False True 2,421
20 5.886 5.062 0.824 16.3% 0.106 2.1% 1% False True 2,239
40 5.886 5.062 0.824 16.3% 0.119 2.3% 1% False True 2,409
60 6.255 5.062 1.193 23.5% 0.124 2.4% 1% False True 2,208
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.829
2.618 5.590
1.618 5.444
1.000 5.354
0.618 5.298
HIGH 5.208
0.618 5.152
0.500 5.135
0.382 5.118
LOW 5.062
0.618 4.972
1.000 4.916
1.618 4.826
2.618 4.680
4.250 4.442
Fisher Pivots for day following 01-Sep-2009
Pivot 1 day 3 day
R1 5.135 5.231
PP 5.113 5.177
S1 5.092 5.124

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

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