NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 28-Sep-2009
Day Change Summary
Previous Current
25-Sep-2009 28-Sep-2009 Change Change % Previous Week
Open 5.846 5.905 0.059 1.0% 5.516
High 5.896 5.905 0.009 0.2% 5.896
Low 5.743 5.771 0.028 0.5% 5.387
Close 5.879 5.826 -0.053 -0.9% 5.879
Range 0.153 0.134 -0.019 -12.4% 0.509
ATR 0.184 0.181 -0.004 -1.9% 0.000
Volume 6,781 5,284 -1,497 -22.1% 25,347
Daily Pivots for day following 28-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.236 6.165 5.900
R3 6.102 6.031 5.863
R2 5.968 5.968 5.851
R1 5.897 5.897 5.838 5.866
PP 5.834 5.834 5.834 5.818
S1 5.763 5.763 5.814 5.732
S2 5.700 5.700 5.801
S3 5.566 5.629 5.789
S4 5.432 5.495 5.752
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 5.905 5.387 0.518 8.9% 0.147 2.5% 85% True False 5,183
10 5.905 5.244 0.661 11.3% 0.179 3.1% 88% True False 5,258
20 5.905 4.775 1.130 19.4% 0.190 3.3% 93% True False 4,817
40 5.905 4.775 1.130 19.4% 0.150 2.6% 93% True False 3,483
60 5.905 4.775 1.130 19.4% 0.143 2.5% 93% True False 3,180
80 6.255 4.775 1.480 25.4% 0.140 2.4% 71% False False 2,819
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 True
Stretch 0.034
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.475
2.618 6.256
1.618 6.122
1.000 6.039
0.618 5.988
HIGH 5.905
0.618 5.854
0.500 5.838
0.382 5.822
LOW 5.771
0.618 5.688
1.000 5.637
1.618 5.554
2.618 5.420
4.250 5.202
Fisher Pivots for day following 28-Sep-2009
Pivot 1 day 3 day
R1 5.838 5.808
PP 5.834 5.790
S1 5.830 5.773

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

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