NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 29-Sep-2009
Day Change Summary
Previous Current
28-Sep-2009 29-Sep-2009 Change Change % Previous Week
Open 5.905 5.802 -0.103 -1.7% 5.516
High 5.905 5.950 0.045 0.8% 5.896
Low 5.771 5.680 -0.091 -1.6% 5.387
Close 5.826 5.894 0.068 1.2% 5.879
Range 0.134 0.270 0.136 101.5% 0.509
ATR 0.181 0.187 0.006 3.5% 0.000
Volume 5,284 5,416 132 2.5% 25,347
Daily Pivots for day following 29-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.651 6.543 6.043
R3 6.381 6.273 5.968
R2 6.111 6.111 5.944
R1 6.003 6.003 5.919 6.057
PP 5.841 5.841 5.841 5.869
S1 5.733 5.733 5.869 5.787
S2 5.571 5.571 5.845
S3 5.301 5.463 5.820
S4 5.031 5.193 5.746
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 5.950 5.595 0.355 6.0% 0.172 2.9% 84% True False 5,214
10 5.950 5.317 0.633 10.7% 0.188 3.2% 91% True False 5,160
20 5.950 4.775 1.175 19.9% 0.200 3.4% 95% True False 4,950
40 5.950 4.775 1.175 19.9% 0.152 2.6% 95% True False 3,583
60 5.950 4.775 1.175 19.9% 0.145 2.5% 95% True False 3,244
80 6.255 4.775 1.480 25.1% 0.142 2.4% 76% False False 2,860
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.046
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 7.098
2.618 6.657
1.618 6.387
1.000 6.220
0.618 6.117
HIGH 5.950
0.618 5.847
0.500 5.815
0.382 5.783
LOW 5.680
0.618 5.513
1.000 5.410
1.618 5.243
2.618 4.973
4.250 4.533
Fisher Pivots for day following 29-Sep-2009
Pivot 1 day 3 day
R1 5.868 5.868
PP 5.841 5.841
S1 5.815 5.815

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

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