NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 22-Sep-2009
Day Change Summary
Previous Current
21-Sep-2009 22-Sep-2009 Change Change % Previous Week
Open 5.516 5.498 -0.018 -0.3% 5.176
High 5.537 5.535 -0.002 0.0% 5.635
Low 5.404 5.387 -0.017 -0.3% 5.117
Close 5.412 5.507 0.095 1.8% 5.563
Range 0.133 0.148 0.015 11.3% 0.518
ATR 0.188 0.185 -0.003 -1.5% 0.000
Volume 4,715 5,259 544 11.5% 28,478
Daily Pivots for day following 22-Sep-2009
Classic Woodie Camarilla DeMark
R4 5.920 5.862 5.588
R3 5.772 5.714 5.548
R2 5.624 5.624 5.534
R1 5.566 5.566 5.521 5.595
PP 5.476 5.476 5.476 5.491
S1 5.418 5.418 5.493 5.447
S2 5.328 5.328 5.480
S3 5.180 5.270 5.466
S4 5.032 5.122 5.426
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 5.317 0.318 5.8% 0.204 3.7% 60% False False 5,106
10 5.635 4.928 0.707 12.8% 0.236 4.3% 82% False False 5,100
20 5.635 4.775 0.860 15.6% 0.180 3.3% 85% False False 4,215
40 5.886 4.775 1.111 20.2% 0.149 2.7% 66% False False 3,154
60 5.886 4.775 1.111 20.2% 0.140 2.5% 66% False False 2,927
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 0.054
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.164
2.618 5.922
1.618 5.774
1.000 5.683
0.618 5.626
HIGH 5.535
0.618 5.478
0.500 5.461
0.382 5.444
LOW 5.387
0.618 5.296
1.000 5.239
1.618 5.148
2.618 5.000
4.250 4.758
Fisher Pivots for day following 22-Sep-2009
Pivot 1 day 3 day
R1 5.492 5.497
PP 5.476 5.487
S1 5.461 5.478

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

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