NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 21-Sep-2009
Day Change Summary
Previous Current
18-Sep-2009 21-Sep-2009 Change Change % Previous Week
Open 5.417 5.516 0.099 1.8% 5.176
High 5.580 5.537 -0.043 -0.8% 5.635
Low 5.375 5.404 0.029 0.5% 5.117
Close 5.563 5.412 -0.151 -2.7% 5.563
Range 0.205 0.133 -0.072 -35.1% 0.518
ATR 0.191 0.188 -0.002 -1.2% 0.000
Volume 4,877 4,715 -162 -3.3% 28,478
Daily Pivots for day following 21-Sep-2009
Classic Woodie Camarilla DeMark
R4 5.850 5.764 5.485
R3 5.717 5.631 5.449
R2 5.584 5.584 5.436
R1 5.498 5.498 5.424 5.475
PP 5.451 5.451 5.451 5.439
S1 5.365 5.365 5.400 5.342
S2 5.318 5.318 5.388
S3 5.185 5.232 5.375
S4 5.052 5.099 5.339
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 5.244 0.391 7.2% 0.210 3.9% 43% False False 5,334
10 5.635 4.825 0.810 15.0% 0.240 4.4% 72% False False 5,140
20 5.635 4.775 0.860 15.9% 0.181 3.3% 74% False False 4,073
40 5.886 4.775 1.111 20.5% 0.147 2.7% 57% False False 3,062
60 5.886 4.775 1.111 20.5% 0.138 2.6% 57% False False 2,864
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.050
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 6.102
2.618 5.885
1.618 5.752
1.000 5.670
0.618 5.619
HIGH 5.537
0.618 5.486
0.500 5.471
0.382 5.455
LOW 5.404
0.618 5.322
1.000 5.271
1.618 5.189
2.618 5.056
4.250 4.839
Fisher Pivots for day following 21-Sep-2009
Pivot 1 day 3 day
R1 5.471 5.499
PP 5.451 5.470
S1 5.432 5.441

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

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