NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 08-Sep-2009
Day Change Summary
Previous Current
04-Sep-2009 08-Sep-2009 Change Change % Previous Week
Open 4.885 4.825 -0.060 -1.2% 5.250
High 4.913 5.015 0.102 2.1% 5.259
Low 4.775 4.825 0.050 1.0% 4.775
Close 4.875 4.966 0.091 1.9% 4.875
Range 0.138 0.190 0.052 37.7% 0.484
ATR 0.125 0.130 0.005 3.7% 0.000
Volume 4,022 5,654 1,632 40.6% 19,032
Daily Pivots for day following 08-Sep-2009
Classic Woodie Camarilla DeMark
R4 5.505 5.426 5.071
R3 5.315 5.236 5.018
R2 5.125 5.125 5.001
R1 5.046 5.046 4.983 5.086
PP 4.935 4.935 4.935 4.955
S1 4.856 4.856 4.949 4.896
S2 4.745 4.745 4.931
S3 4.555 4.666 4.914
S4 4.365 4.476 4.862
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 5.208 4.775 0.433 8.7% 0.155 3.1% 44% False False 4,384
10 5.446 4.775 0.671 13.5% 0.125 2.5% 28% False False 3,331
20 5.646 4.775 0.871 17.5% 0.108 2.2% 22% False False 2,684
40 5.886 4.775 1.111 22.4% 0.127 2.6% 17% False False 2,507
60 6.255 4.775 1.480 29.8% 0.125 2.5% 13% False False 2,392
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.823
2.618 5.512
1.618 5.322
1.000 5.205
0.618 5.132
HIGH 5.015
0.618 4.942
0.500 4.920
0.382 4.898
LOW 4.825
0.618 4.708
1.000 4.635
1.618 4.518
2.618 4.328
4.250 4.018
Fisher Pivots for day following 08-Sep-2009
Pivot 1 day 3 day
R1 4.951 4.956
PP 4.935 4.946
S1 4.920 4.936

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

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