NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 18-Sep-2009
Day Change Summary
Previous Current
17-Sep-2009 18-Sep-2009 Change Change % Previous Week
Open 5.530 5.417 -0.113 -2.0% 5.176
High 5.635 5.580 -0.055 -1.0% 5.635
Low 5.363 5.375 0.012 0.2% 5.117
Close 5.368 5.563 0.195 3.6% 5.563
Range 0.272 0.205 -0.067 -24.6% 0.518
ATR 0.189 0.191 0.002 0.9% 0.000
Volume 6,782 4,877 -1,905 -28.1% 28,478
Daily Pivots for day following 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.121 6.047 5.676
R3 5.916 5.842 5.619
R2 5.711 5.711 5.601
R1 5.637 5.637 5.582 5.674
PP 5.506 5.506 5.506 5.525
S1 5.432 5.432 5.544 5.469
S2 5.301 5.301 5.525
S3 5.096 5.227 5.507
S4 4.891 5.022 5.450
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.992 6.796 5.848
R3 6.474 6.278 5.705
R2 5.956 5.956 5.658
R1 5.760 5.760 5.610 5.858
PP 5.438 5.438 5.438 5.488
S1 5.242 5.242 5.516 5.340
S2 4.920 4.920 5.468
S3 4.402 4.724 5.421
S4 3.884 4.206 5.278
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.635 5.117 0.518 9.3% 0.238 4.3% 86% False False 5,695
10 5.635 4.775 0.860 15.5% 0.240 4.3% 92% False False 5,070
20 5.635 4.775 0.860 15.5% 0.178 3.2% 92% False False 3,942
40 5.886 4.775 1.111 20.0% 0.147 2.6% 71% False False 3,047
60 5.902 4.775 1.127 20.3% 0.139 2.5% 70% False False 2,817
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 0.051
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.451
2.618 6.117
1.618 5.912
1.000 5.785
0.618 5.707
HIGH 5.580
0.618 5.502
0.500 5.478
0.382 5.453
LOW 5.375
0.618 5.248
1.000 5.170
1.618 5.043
2.618 4.838
4.250 4.504
Fisher Pivots for day following 18-Sep-2009
Pivot 1 day 3 day
R1 5.535 5.534
PP 5.506 5.505
S1 5.478 5.476

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

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