NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 15-Sep-2009
Day Change Summary
Previous Current
14-Sep-2009 15-Sep-2009 Change Change % Previous Week
Open 5.176 5.423 0.247 4.8% 4.825
High 5.390 5.424 0.034 0.6% 5.458
Low 5.117 5.244 0.127 2.5% 4.825
Close 5.314 5.261 -0.053 -1.0% 5.130
Range 0.273 0.180 -0.093 -34.1% 0.633
ATR 0.171 0.172 0.001 0.4% 0.000
Volume 6,521 6,400 -121 -1.9% 18,207
Daily Pivots for day following 15-Sep-2009
Classic Woodie Camarilla DeMark
R4 5.850 5.735 5.360
R3 5.670 5.555 5.311
R2 5.490 5.490 5.294
R1 5.375 5.375 5.278 5.343
PP 5.310 5.310 5.310 5.293
S1 5.195 5.195 5.245 5.163
S2 5.130 5.130 5.228
S3 4.950 5.015 5.212
S4 4.770 4.835 5.162
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 7.037 6.716 5.478
R3 6.404 6.083 5.304
R2 5.771 5.771 5.246
R1 5.450 5.450 5.188 5.611
PP 5.138 5.138 5.138 5.218
S1 4.817 4.817 5.072 4.978
S2 4.505 4.505 5.014
S3 3.872 4.184 4.956
S4 3.239 3.551 4.782
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.458 4.928 0.530 10.1% 0.267 5.1% 63% False False 5,094
10 5.458 4.775 0.683 13.0% 0.211 4.0% 71% False False 4,739
20 5.471 4.775 0.696 13.2% 0.154 2.9% 70% False False 3,462
40 5.886 4.775 1.111 21.1% 0.140 2.7% 44% False False 2,840
60 5.902 4.775 1.127 21.4% 0.131 2.5% 43% False False 2,649
Crabel Price Patterns
NR True
NR4 True
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 True
Stretch 0.047
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.189
2.618 5.895
1.618 5.715
1.000 5.604
0.618 5.535
HIGH 5.424
0.618 5.355
0.500 5.334
0.382 5.313
LOW 5.244
0.618 5.133
1.000 5.064
1.618 4.953
2.618 4.773
4.250 4.479
Fisher Pivots for day following 15-Sep-2009
Pivot 1 day 3 day
R1 5.334 5.280
PP 5.310 5.273
S1 5.285 5.267

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

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