NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 10-Sep-2009
Day Change Summary
Previous Current
09-Sep-2009 10-Sep-2009 Change Change % Previous Week
Open 5.009 4.991 -0.018 -0.4% 5.250
High 5.091 5.330 0.239 4.7% 5.259
Low 4.966 4.928 -0.038 -0.8% 4.775
Close 4.987 5.300 0.313 6.3% 4.875
Range 0.125 0.402 0.277 221.6% 0.484
ATR 0.129 0.149 0.019 15.1% 0.000
Volume 3,420 3,653 233 6.8% 19,032
Daily Pivots for day following 10-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.392 6.248 5.521
R3 5.990 5.846 5.411
R2 5.588 5.588 5.374
R1 5.444 5.444 5.337 5.516
PP 5.186 5.186 5.186 5.222
S1 5.042 5.042 5.263 5.114
S2 4.784 4.784 5.226
S3 4.382 4.640 5.189
S4 3.980 4.238 5.079
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 5.330 4.775 0.555 10.5% 0.214 4.0% 95% True False 4,445
10 5.409 4.775 0.634 12.0% 0.165 3.1% 83% False False 3,642
20 5.639 4.775 0.864 16.3% 0.125 2.4% 61% False False 2,917
40 5.886 4.775 1.111 21.0% 0.134 2.5% 47% False False 2,580
60 6.190 4.775 1.415 26.7% 0.128 2.4% 37% False False 2,420
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Widest range in 71 trading days
Fibonacci Retracements and Extensions
4.250 7.039
2.618 6.382
1.618 5.980
1.000 5.732
0.618 5.578
HIGH 5.330
0.618 5.176
0.500 5.129
0.382 5.082
LOW 4.928
0.618 4.680
1.000 4.526
1.618 4.278
2.618 3.876
4.250 3.220
Fisher Pivots for day following 10-Sep-2009
Pivot 1 day 3 day
R1 5.243 5.226
PP 5.186 5.152
S1 5.129 5.078

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

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