NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 25-Sep-2009
Day Change Summary
Previous Current
24-Sep-2009 25-Sep-2009 Change Change % Previous Week
Open 5.681 5.846 0.165 2.9% 5.516
High 5.832 5.896 0.064 1.1% 5.896
Low 5.640 5.743 0.103 1.8% 5.387
Close 5.816 5.879 0.063 1.1% 5.879
Range 0.192 0.153 -0.039 -20.3% 0.509
ATR 0.187 0.184 -0.002 -1.3% 0.000
Volume 5,299 6,781 1,482 28.0% 25,347
Daily Pivots for day following 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.298 6.242 5.963
R3 6.145 6.089 5.921
R2 5.992 5.992 5.907
R1 5.936 5.936 5.893 5.964
PP 5.839 5.839 5.839 5.854
S1 5.783 5.783 5.865 5.811
S2 5.686 5.686 5.851
S3 5.533 5.630 5.837
S4 5.380 5.477 5.795
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 7.248 7.072 6.159
R3 6.739 6.563 6.019
R2 6.230 6.230 5.972
R1 6.054 6.054 5.926 6.142
PP 5.721 5.721 5.721 5.765
S1 5.545 5.545 5.832 5.633
S2 5.212 5.212 5.786
S3 4.703 5.036 5.739
S4 4.194 4.527 5.599
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.896 5.387 0.509 8.7% 0.147 2.5% 97% True False 5,069
10 5.896 5.117 0.779 13.3% 0.193 3.3% 98% True False 5,382
20 5.896 4.775 1.121 19.1% 0.190 3.2% 98% True False 4,702
40 5.896 4.775 1.121 19.1% 0.148 2.5% 98% True False 3,402
60 5.896 4.775 1.121 19.1% 0.143 2.4% 98% True False 3,122
80 6.255 4.775 1.480 25.2% 0.141 2.4% 75% False False 2,791
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.039
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.546
2.618 6.297
1.618 6.144
1.000 6.049
0.618 5.991
HIGH 5.896
0.618 5.838
0.500 5.820
0.382 5.801
LOW 5.743
0.618 5.648
1.000 5.590
1.618 5.495
2.618 5.342
4.250 5.093
Fisher Pivots for day following 25-Sep-2009
Pivot 1 day 3 day
R1 5.859 5.835
PP 5.839 5.790
S1 5.820 5.746

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

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