NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 16-Dec-2009
Day Change Summary
Previous Current
15-Dec-2009 16-Dec-2009 Change Change % Previous Week
Open 5.488 5.570 0.082 1.5% 4.830
High 5.584 5.592 0.008 0.1% 5.465
Low 5.465 5.459 -0.006 -0.1% 4.820
Close 5.579 5.500 -0.079 -1.4% 5.299
Range 0.119 0.133 0.014 11.8% 0.645
ATR 0.231 0.224 -0.007 -3.0% 0.000
Volume 16,146 18,022 1,876 11.6% 114,779
Daily Pivots for day following 16-Dec-2009
Classic Woodie Camarilla DeMark
R4 5.916 5.841 5.573
R3 5.783 5.708 5.537
R2 5.650 5.650 5.524
R1 5.575 5.575 5.512 5.546
PP 5.517 5.517 5.517 5.503
S1 5.442 5.442 5.488 5.413
S2 5.384 5.384 5.476
S3 5.251 5.309 5.463
S4 5.118 5.176 5.427
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 7.130 6.859 5.654
R3 6.485 6.214 5.476
R2 5.840 5.840 5.417
R1 5.569 5.569 5.358 5.705
PP 5.195 5.195 5.195 5.262
S1 4.924 4.924 5.240 5.060
S2 4.550 4.550 5.181
S3 3.905 4.279 5.122
S4 3.260 3.634 4.944
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.592 4.971 0.621 11.3% 0.218 4.0% 85% True False 19,887
10 5.592 4.595 0.997 18.1% 0.216 3.9% 91% True False 20,545
20 5.592 4.595 0.997 18.1% 0.233 4.2% 91% True False 15,993
40 6.180 4.595 1.585 28.8% 0.206 3.7% 57% False False 12,528
60 6.180 4.595 1.585 28.8% 0.198 3.6% 57% False False 10,679
80 6.180 4.595 1.585 28.8% 0.194 3.5% 57% False False 9,063
100 6.180 4.595 1.585 28.8% 0.178 3.2% 57% False False 7,669
120 6.180 4.595 1.585 28.8% 0.169 3.1% 57% False False 6,803
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.047
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.157
2.618 5.940
1.618 5.807
1.000 5.725
0.618 5.674
HIGH 5.592
0.618 5.541
0.500 5.526
0.382 5.510
LOW 5.459
0.618 5.377
1.000 5.326
1.618 5.244
2.618 5.111
4.250 4.894
Fisher Pivots for day following 16-Dec-2009
Pivot 1 day 3 day
R1 5.526 5.486
PP 5.517 5.472
S1 5.509 5.458

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

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