NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 30-Sep-2009
Day Change Summary
Previous Current
29-Sep-2009 30-Sep-2009 Change Change % Previous Week
Open 5.802 5.925 0.123 2.1% 5.516
High 5.950 5.940 -0.010 -0.2% 5.896
Low 5.680 5.792 0.112 2.0% 5.387
Close 5.894 5.909 0.015 0.3% 5.879
Range 0.270 0.148 -0.122 -45.2% 0.509
ATR 0.187 0.184 -0.003 -1.5% 0.000
Volume 5,416 10,640 5,224 96.5% 25,347
Daily Pivots for day following 30-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.324 6.265 5.990
R3 6.176 6.117 5.950
R2 6.028 6.028 5.936
R1 5.969 5.969 5.923 5.925
PP 5.880 5.880 5.880 5.858
S1 5.821 5.821 5.895 5.777
S2 5.732 5.732 5.882
S3 5.584 5.673 5.868
S4 5.436 5.525 5.828
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 5.640 0.310 5.2% 0.179 3.0% 87% False False 6,684
10 5.950 5.363 0.587 9.9% 0.177 3.0% 93% False False 5,834
20 5.950 4.775 1.175 19.9% 0.200 3.4% 97% False False 5,269
40 5.950 4.775 1.175 19.9% 0.153 2.6% 97% False False 3,754
60 5.950 4.775 1.175 19.9% 0.146 2.5% 97% False False 3,363
80 6.255 4.775 1.480 25.0% 0.143 2.4% 77% False False 2,973
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.044
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.569
2.618 6.327
1.618 6.179
1.000 6.088
0.618 6.031
HIGH 5.940
0.618 5.883
0.500 5.866
0.382 5.849
LOW 5.792
0.618 5.701
1.000 5.644
1.618 5.553
2.618 5.405
4.250 5.163
Fisher Pivots for day following 30-Sep-2009
Pivot 1 day 3 day
R1 5.895 5.878
PP 5.880 5.846
S1 5.866 5.815

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

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