NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 02-Sep-2009
Day Change Summary
Previous Current
01-Sep-2009 02-Sep-2009 Change Change % Previous Week
Open 5.184 5.050 -0.134 -2.6% 5.310
High 5.208 5.114 -0.094 -1.8% 5.471
Low 5.062 5.028 -0.034 -0.7% 5.260
Close 5.070 5.028 -0.042 -0.8% 5.285
Range 0.146 0.086 -0.060 -41.1% 0.211
ATR 0.119 0.117 -0.002 -2.0% 0.000
Volume 4,252 2,516 -1,736 -40.8% 11,031
Daily Pivots for day following 02-Sep-2009
Classic Woodie Camarilla DeMark
R4 5.315 5.257 5.075
R3 5.229 5.171 5.052
R2 5.143 5.143 5.044
R1 5.085 5.085 5.036 5.071
PP 5.057 5.057 5.057 5.050
S1 4.999 4.999 5.020 4.985
S2 4.971 4.971 5.012
S3 4.885 4.913 5.004
S4 4.799 4.827 4.981
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 5.409 5.028 0.381 7.6% 0.115 2.3% 0% False True 2,840
10 5.471 5.028 0.443 8.8% 0.103 2.0% 0% False True 2,451
20 5.877 5.028 0.849 16.9% 0.105 2.1% 0% False True 2,236
40 5.886 5.028 0.858 17.1% 0.120 2.4% 0% False True 2,319
60 6.255 5.028 1.227 24.4% 0.124 2.5% 0% False True 2,226
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 2 trading days
Fibonacci Retracements and Extensions
4.250 5.480
2.618 5.339
1.618 5.253
1.000 5.200
0.618 5.167
HIGH 5.114
0.618 5.081
0.500 5.071
0.382 5.061
LOW 5.028
0.618 4.975
1.000 4.942
1.618 4.889
2.618 4.803
4.250 4.663
Fisher Pivots for day following 02-Sep-2009
Pivot 1 day 3 day
R1 5.071 5.144
PP 5.057 5.105
S1 5.042 5.067

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

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