NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 24-Sep-2009
Day Change Summary
Previous Current
23-Sep-2009 24-Sep-2009 Change Change % Previous Week
Open 5.600 5.681 0.081 1.4% 5.176
High 5.705 5.832 0.127 2.2% 5.635
Low 5.595 5.640 0.045 0.8% 5.117
Close 5.691 5.816 0.125 2.2% 5.563
Range 0.110 0.192 0.082 74.5% 0.518
ATR 0.186 0.187 0.000 0.2% 0.000
Volume 3,293 5,299 2,006 60.9% 28,478
Daily Pivots for day following 24-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.339 6.269 5.922
R3 6.147 6.077 5.869
R2 5.955 5.955 5.851
R1 5.885 5.885 5.834 5.920
PP 5.763 5.763 5.763 5.780
S1 5.693 5.693 5.798 5.728
S2 5.571 5.571 5.781
S3 5.379 5.501 5.763
S4 5.187 5.309 5.710
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 5.832 5.375 0.457 7.9% 0.158 2.7% 96% True False 4,688
10 5.832 5.101 0.731 12.6% 0.213 3.7% 98% True False 5,252
20 5.832 4.775 1.057 18.2% 0.189 3.2% 98% True False 4,447
40 5.886 4.775 1.111 19.1% 0.150 2.6% 94% False False 3,289
60 5.886 4.775 1.111 19.1% 0.142 2.4% 94% False False 3,040
80 6.255 4.775 1.480 25.4% 0.142 2.4% 70% False False 2,760
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 6.648
2.618 6.335
1.618 6.143
1.000 6.024
0.618 5.951
HIGH 5.832
0.618 5.759
0.500 5.736
0.382 5.713
LOW 5.640
0.618 5.521
1.000 5.448
1.618 5.329
2.618 5.137
4.250 4.824
Fisher Pivots for day following 24-Sep-2009
Pivot 1 day 3 day
R1 5.789 5.747
PP 5.763 5.678
S1 5.736 5.610

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

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