NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 16-Sep-2009
Day Change Summary
Previous Current
15-Sep-2009 16-Sep-2009 Change Change % Previous Week
Open 5.423 5.350 -0.073 -1.3% 4.825
High 5.424 5.579 0.155 2.9% 5.458
Low 5.244 5.317 0.073 1.4% 4.825
Close 5.261 5.553 0.292 5.6% 5.130
Range 0.180 0.262 0.082 45.6% 0.633
ATR 0.172 0.182 0.010 6.1% 0.000
Volume 6,400 3,898 -2,502 -39.1% 18,207
Daily Pivots for day following 16-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.269 6.173 5.697
R3 6.007 5.911 5.625
R2 5.745 5.745 5.601
R1 5.649 5.649 5.577 5.697
PP 5.483 5.483 5.483 5.507
S1 5.387 5.387 5.529 5.435
S2 5.221 5.221 5.505
S3 4.959 5.125 5.481
S4 4.697 4.863 5.409
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 5.579 4.928 0.651 11.7% 0.295 5.3% 96% True False 5,190
10 5.579 4.775 0.804 14.5% 0.223 4.0% 97% True False 4,704
20 5.579 4.775 0.804 14.5% 0.162 2.9% 97% True False 3,563
40 5.886 4.775 1.111 20.0% 0.144 2.6% 70% False False 2,906
60 5.902 4.775 1.127 20.3% 0.134 2.4% 69% False False 2,680
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 0.048
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.693
2.618 6.265
1.618 6.003
1.000 5.841
0.618 5.741
HIGH 5.579
0.618 5.479
0.500 5.448
0.382 5.417
LOW 5.317
0.618 5.155
1.000 5.055
1.618 4.893
2.618 4.631
4.250 4.204
Fisher Pivots for day following 16-Sep-2009
Pivot 1 day 3 day
R1 5.518 5.485
PP 5.483 5.416
S1 5.448 5.348

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

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