NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 17-Sep-2009
Day Change Summary
Previous Current
16-Sep-2009 17-Sep-2009 Change Change % Previous Week
Open 5.350 5.530 0.180 3.4% 4.825
High 5.579 5.635 0.056 1.0% 5.458
Low 5.317 5.363 0.046 0.9% 4.825
Close 5.553 5.368 -0.185 -3.3% 5.130
Range 0.262 0.272 0.010 3.8% 0.633
ATR 0.182 0.189 0.006 3.5% 0.000
Volume 3,898 6,782 2,884 74.0% 18,207
Daily Pivots for day following 17-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.271 6.092 5.518
R3 5.999 5.820 5.443
R2 5.727 5.727 5.418
R1 5.548 5.548 5.393 5.502
PP 5.455 5.455 5.455 5.432
S1 5.276 5.276 5.343 5.230
S2 5.183 5.183 5.318
S3 4.911 5.004 5.293
S4 4.639 4.732 5.218
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 5.635 5.101 0.534 9.9% 0.269 5.0% 50% True False 5,816
10 5.635 4.775 0.860 16.0% 0.242 4.5% 69% True False 5,130
20 5.635 4.775 0.860 16.0% 0.172 3.2% 69% True False 3,791
40 5.886 4.775 1.111 20.7% 0.147 2.7% 53% False False 3,017
60 5.902 4.775 1.127 21.0% 0.137 2.6% 53% False False 2,767
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 0.056
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.791
2.618 6.347
1.618 6.075
1.000 5.907
0.618 5.803
HIGH 5.635
0.618 5.531
0.500 5.499
0.382 5.467
LOW 5.363
0.618 5.195
1.000 5.091
1.618 4.923
2.618 4.651
4.250 4.207
Fisher Pivots for day following 17-Sep-2009
Pivot 1 day 3 day
R1 5.499 5.440
PP 5.455 5.416
S1 5.412 5.392

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

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