NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 11-Sep-2009
Day Change Summary
Previous Current
10-Sep-2009 11-Sep-2009 Change Change % Previous Week
Open 4.991 5.325 0.334 6.7% 4.825
High 5.330 5.458 0.128 2.4% 5.458
Low 4.928 5.101 0.173 3.5% 4.825
Close 5.300 5.130 -0.170 -3.2% 5.130
Range 0.402 0.357 -0.045 -11.2% 0.633
ATR 0.149 0.164 0.015 10.0% 0.000
Volume 3,653 5,480 1,827 50.0% 18,207
Daily Pivots for day following 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.301 6.072 5.326
R3 5.944 5.715 5.228
R2 5.587 5.587 5.195
R1 5.358 5.358 5.163 5.294
PP 5.230 5.230 5.230 5.198
S1 5.001 5.001 5.097 4.937
S2 4.873 4.873 5.065
S3 4.516 4.644 5.032
S4 4.159 4.287 4.934
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 7.037 6.716 5.478
R3 6.404 6.083 5.304
R2 5.771 5.771 5.246
R1 5.450 5.450 5.188 5.611
PP 5.138 5.138 5.138 5.218
S1 4.817 4.817 5.072 4.978
S2 4.505 4.505 5.014
S3 3.872 4.184 4.956
S4 3.239 3.551 4.782
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.458 4.775 0.683 13.3% 0.242 4.7% 52% True False 4,445
10 5.458 4.775 0.683 13.3% 0.188 3.7% 52% True False 4,022
20 5.574 4.775 0.799 15.6% 0.137 2.7% 44% False False 3,089
40 5.886 4.775 1.111 21.7% 0.136 2.7% 32% False False 2,662
60 6.118 4.775 1.343 26.2% 0.130 2.5% 26% False False 2,482
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 0.042
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.975
2.618 6.393
1.618 6.036
1.000 5.815
0.618 5.679
HIGH 5.458
0.618 5.322
0.500 5.280
0.382 5.237
LOW 5.101
0.618 4.880
1.000 4.744
1.618 4.523
2.618 4.166
4.250 3.584
Fisher Pivots for day following 11-Sep-2009
Pivot 1 day 3 day
R1 5.280 5.193
PP 5.230 5.172
S1 5.180 5.151

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

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