NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 15-Dec-2009
Day Change Summary
Previous Current
14-Dec-2009 15-Dec-2009 Change Change % Previous Week
Open 5.419 5.488 0.069 1.3% 4.830
High 5.502 5.584 0.082 1.5% 5.465
Low 5.323 5.465 0.142 2.7% 4.820
Close 5.452 5.579 0.127 2.3% 5.299
Range 0.179 0.119 -0.060 -33.5% 0.645
ATR 0.238 0.231 -0.008 -3.2% 0.000
Volume 17,712 16,146 -1,566 -8.8% 114,779
Daily Pivots for day following 15-Dec-2009
Classic Woodie Camarilla DeMark
R4 5.900 5.858 5.644
R3 5.781 5.739 5.612
R2 5.662 5.662 5.601
R1 5.620 5.620 5.590 5.641
PP 5.543 5.543 5.543 5.553
S1 5.501 5.501 5.568 5.522
S2 5.424 5.424 5.557
S3 5.305 5.382 5.546
S4 5.186 5.263 5.514
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 5.584 4.971 0.613 11.0% 0.251 4.5% 99% True False 22,347
10 5.584 4.595 0.989 17.7% 0.229 4.1% 99% True False 20,049
20 5.584 4.595 0.989 17.7% 0.234 4.2% 99% True False 15,593
40 6.180 4.595 1.585 28.4% 0.205 3.7% 62% False False 12,238
60 6.180 4.595 1.585 28.4% 0.198 3.6% 62% False False 10,467
80 6.180 4.595 1.585 28.4% 0.194 3.5% 62% False False 8,868
100 6.180 4.595 1.585 28.4% 0.178 3.2% 62% False False 7,505
120 6.180 4.595 1.585 28.4% 0.168 3.0% 62% False False 6,665
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.046
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 6.090
2.618 5.896
1.618 5.777
1.000 5.703
0.618 5.658
HIGH 5.584
0.618 5.539
0.500 5.525
0.382 5.510
LOW 5.465
0.618 5.391
1.000 5.346
1.618 5.272
2.618 5.153
4.250 4.959
Fisher Pivots for day following 15-Dec-2009
Pivot 1 day 3 day
R1 5.561 5.526
PP 5.543 5.473
S1 5.525 5.420

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

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