NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 09-Apr-2010
Day Change Summary
Previous Current
08-Apr-2010 09-Apr-2010 Change Change % Previous Week
Open 4.377 4.340 -0.037 -0.8% 4.433
High 4.397 4.472 0.075 1.7% 4.662
Low 4.223 4.307 0.084 2.0% 4.223
Close 4.283 4.454 0.171 4.0% 4.454
Range 0.174 0.165 -0.009 -5.2% 0.439
ATR 0.157 0.159 0.002 1.4% 0.000
Volume 7,102 8,285 1,183 16.7% 44,570
Daily Pivots for day following 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 4.906 4.845 4.545
R3 4.741 4.680 4.499
R2 4.576 4.576 4.484
R1 4.515 4.515 4.469 4.546
PP 4.411 4.411 4.411 4.426
S1 4.350 4.350 4.439 4.381
S2 4.246 4.246 4.424
S3 4.081 4.185 4.409
S4 3.916 4.020 4.363
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.763 5.548 4.695
R3 5.324 5.109 4.575
R2 4.885 4.885 4.534
R1 4.670 4.670 4.494 4.778
PP 4.446 4.446 4.446 4.500
S1 4.231 4.231 4.414 4.339
S2 4.007 4.007 4.374
S3 3.568 3.792 4.333
S4 3.129 3.353 4.213
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.662 4.223 0.439 9.9% 0.199 4.5% 53% False False 8,914
10 4.662 4.145 0.517 11.6% 0.184 4.1% 60% False False 7,973
20 4.800 4.145 0.655 14.7% 0.142 3.2% 47% False False 6,282
40 5.789 4.145 1.644 36.9% 0.134 3.0% 19% False False 5,094
60 5.990 4.145 1.845 41.4% 0.139 3.1% 17% False False 4,075
80 6.160 4.145 2.015 45.2% 0.142 3.2% 15% False False 3,587
100 6.160 4.145 2.015 45.2% 0.148 3.3% 15% False False 3,234
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 False
Stretch 0.042
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.173
2.618 4.904
1.618 4.739
1.000 4.637
0.618 4.574
HIGH 4.472
0.618 4.409
0.500 4.390
0.382 4.370
LOW 4.307
0.618 4.205
1.000 4.142
1.618 4.040
2.618 3.875
4.250 3.606
Fisher Pivots for day following 09-Apr-2010
Pivot 1 day 3 day
R1 4.433 4.425
PP 4.411 4.395
S1 4.390 4.366

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

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