NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 14-Sep-2009
Day Change Summary
Previous Current
11-Sep-2009 14-Sep-2009 Change Change % Previous Week
Open 5.325 5.176 -0.149 -2.8% 4.825
High 5.458 5.390 -0.068 -1.2% 5.458
Low 5.101 5.117 0.016 0.3% 4.825
Close 5.130 5.314 0.184 3.6% 5.130
Range 0.357 0.273 -0.084 -23.5% 0.633
ATR 0.164 0.171 0.008 4.8% 0.000
Volume 5,480 6,521 1,041 19.0% 18,207
Daily Pivots for day following 14-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.093 5.976 5.464
R3 5.820 5.703 5.389
R2 5.547 5.547 5.364
R1 5.430 5.430 5.339 5.489
PP 5.274 5.274 5.274 5.303
S1 5.157 5.157 5.289 5.216
S2 5.001 5.001 5.264
S3 4.728 4.884 5.239
S4 4.455 4.611 5.164
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 4.825 0.633 11.9% 0.269 5.1% 77% False False 4,945
10 5.458 4.775 0.683 12.9% 0.201 3.8% 79% False False 4,376
20 5.486 4.775 0.711 13.4% 0.148 2.8% 76% False False 3,275
40 5.886 4.775 1.111 20.9% 0.139 2.6% 49% False False 2,751
60 5.946 4.775 1.171 22.0% 0.131 2.5% 46% False False 2,561
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.048
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.550
2.618 6.105
1.618 5.832
1.000 5.663
0.618 5.559
HIGH 5.390
0.618 5.286
0.500 5.254
0.382 5.221
LOW 5.117
0.618 4.948
1.000 4.844
1.618 4.675
2.618 4.402
4.250 3.957
Fisher Pivots for day following 14-Sep-2009
Pivot 1 day 3 day
R1 5.294 5.274
PP 5.274 5.233
S1 5.254 5.193

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

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