NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 04-Sep-2009
Day Change Summary
Previous Current
03-Sep-2009 04-Sep-2009 Change Change % Previous Week
Open 5.000 4.885 -0.115 -2.3% 5.250
High 5.097 4.913 -0.184 -3.6% 5.259
Low 4.880 4.775 -0.105 -2.2% 4.775
Close 4.894 4.875 -0.019 -0.4% 4.875
Range 0.217 0.138 -0.079 -36.4% 0.484
ATR 0.124 0.125 0.001 0.8% 0.000
Volume 5,479 4,022 -1,457 -26.6% 19,032
Daily Pivots for day following 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 5.268 5.210 4.951
R3 5.130 5.072 4.913
R2 4.992 4.992 4.900
R1 4.934 4.934 4.888 4.894
PP 4.854 4.854 4.854 4.835
S1 4.796 4.796 4.862 4.756
S2 4.716 4.716 4.850
S3 4.578 4.658 4.837
S4 4.440 4.520 4.799
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.422 6.132 5.141
R3 5.938 5.648 5.008
R2 5.454 5.454 4.964
R1 5.164 5.164 4.919 5.067
PP 4.970 4.970 4.970 4.921
S1 4.680 4.680 4.831 4.583
S2 4.486 4.486 4.786
S3 4.002 4.196 4.742
S4 3.518 3.712 4.609
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.259 4.775 0.484 9.9% 0.133 2.7% 21% False True 3,806
10 5.471 4.775 0.696 14.3% 0.122 2.5% 14% False True 3,006
20 5.670 4.775 0.895 18.4% 0.103 2.1% 11% False True 2,474
40 5.886 4.775 1.111 22.8% 0.125 2.6% 9% False True 2,413
60 6.255 4.775 1.480 30.4% 0.125 2.6% 7% False True 2,318
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 0.020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.500
2.618 5.274
1.618 5.136
1.000 5.051
0.618 4.998
HIGH 4.913
0.618 4.860
0.500 4.844
0.382 4.828
LOW 4.775
0.618 4.690
1.000 4.637
1.618 4.552
2.618 4.414
4.250 4.189
Fisher Pivots for day following 04-Sep-2009
Pivot 1 day 3 day
R1 4.865 4.945
PP 4.854 4.921
S1 4.844 4.898

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

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