NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 01-Oct-2009
Day Change Summary
Previous Current
30-Sep-2009 01-Oct-2009 Change Change % Previous Week
Open 5.925 5.802 -0.123 -2.1% 5.516
High 5.940 5.802 -0.138 -2.3% 5.896
Low 5.792 5.622 -0.170 -2.9% 5.387
Close 5.909 5.653 -0.256 -4.3% 5.879
Range 0.148 0.180 0.032 21.6% 0.509
ATR 0.184 0.192 0.007 4.0% 0.000
Volume 10,640 6,455 -4,185 -39.3% 25,347
Daily Pivots for day following 01-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.232 6.123 5.752
R3 6.052 5.943 5.703
R2 5.872 5.872 5.686
R1 5.763 5.763 5.670 5.728
PP 5.692 5.692 5.692 5.675
S1 5.583 5.583 5.637 5.548
S2 5.512 5.512 5.620
S3 5.332 5.403 5.604
S4 5.152 5.223 5.554
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 5.622 0.328 5.8% 0.177 3.1% 9% False True 6,915
10 5.950 5.375 0.575 10.2% 0.167 3.0% 48% False False 5,801
20 5.950 4.775 1.175 20.8% 0.204 3.6% 75% False False 5,466
40 5.950 4.775 1.175 20.8% 0.155 2.7% 75% False False 3,851
60 5.950 4.775 1.175 20.8% 0.148 2.6% 75% False False 3,368
80 6.255 4.775 1.480 26.2% 0.144 2.6% 59% False False 3,036
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.033
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.567
2.618 6.273
1.618 6.093
1.000 5.982
0.618 5.913
HIGH 5.802
0.618 5.733
0.500 5.712
0.382 5.691
LOW 5.622
0.618 5.511
1.000 5.442
1.618 5.331
2.618 5.151
4.250 4.857
Fisher Pivots for day following 01-Oct-2009
Pivot 1 day 3 day
R1 5.712 5.786
PP 5.692 5.742
S1 5.673 5.697

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

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