NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 21-Dec-2009
Day Change Summary
Previous Current
18-Dec-2009 21-Dec-2009 Change Change % Previous Week
Open 5.763 5.782 0.019 0.3% 5.419
High 5.878 5.910 0.032 0.5% 5.878
Low 5.724 5.629 -0.095 -1.7% 5.323
Close 5.778 5.671 -0.107 -1.9% 5.778
Range 0.154 0.281 0.127 82.5% 0.555
ATR 0.227 0.231 0.004 1.7% 0.000
Volume 34,974 16,311 -18,663 -53.4% 105,610
Daily Pivots for day following 21-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.580 6.406 5.826
R3 6.299 6.125 5.748
R2 6.018 6.018 5.723
R1 5.844 5.844 5.697 5.791
PP 5.737 5.737 5.737 5.710
S1 5.563 5.563 5.645 5.510
S2 5.456 5.456 5.619
S3 5.175 5.282 5.594
S4 4.894 5.001 5.516
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 7.325 7.106 6.083
R3 6.770 6.551 5.931
R2 6.215 6.215 5.880
R1 5.996 5.996 5.829 6.106
PP 5.660 5.660 5.660 5.714
S1 5.441 5.441 5.727 5.551
S2 5.105 5.105 5.676
S3 4.550 4.886 5.625
S4 3.995 4.331 5.473
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.910 5.459 0.451 8.0% 0.202 3.6% 47% True False 20,841
10 5.910 4.971 0.939 16.6% 0.227 4.0% 75% True False 22,306
20 5.910 4.595 1.315 23.2% 0.239 4.2% 82% True False 17,945
40 5.910 4.595 1.315 23.2% 0.210 3.7% 82% True False 13,561
60 6.180 4.595 1.585 27.9% 0.203 3.6% 68% False False 11,591
80 6.180 4.595 1.585 27.9% 0.200 3.5% 68% False False 9,868
100 6.180 4.595 1.585 27.9% 0.181 3.2% 68% False False 8,315
120 6.180 4.595 1.585 27.9% 0.173 3.0% 68% False False 7,356
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.059
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7.104
2.618 6.646
1.618 6.365
1.000 6.191
0.618 6.084
HIGH 5.910
0.618 5.803
0.500 5.770
0.382 5.736
LOW 5.629
0.618 5.455
1.000 5.348
1.618 5.174
2.618 4.893
4.250 4.435
Fisher Pivots for day following 21-Dec-2009
Pivot 1 day 3 day
R1 5.770 5.720
PP 5.737 5.703
S1 5.704 5.687

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

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