NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 05-Oct-2009
Day Change Summary
Previous Current
02-Oct-2009 05-Oct-2009 Change Change % Previous Week
Open 5.616 5.780 0.164 2.9% 5.905
High 5.810 5.974 0.164 2.8% 5.950
Low 5.553 5.780 0.227 4.1% 5.553
Close 5.802 5.924 0.122 2.1% 5.802
Range 0.257 0.194 -0.063 -24.5% 0.397
ATR 0.196 0.196 0.000 -0.1% 0.000
Volume 6,949 5,083 -1,866 -26.9% 34,744
Daily Pivots for day following 05-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.475 6.393 6.031
R3 6.281 6.199 5.977
R2 6.087 6.087 5.960
R1 6.005 6.005 5.942 6.046
PP 5.893 5.893 5.893 5.913
S1 5.811 5.811 5.906 5.852
S2 5.699 5.699 5.888
S3 5.505 5.617 5.871
S4 5.311 5.423 5.817
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.959 6.778 6.020
R3 6.562 6.381 5.911
R2 6.165 6.165 5.875
R1 5.984 5.984 5.838 5.876
PP 5.768 5.768 5.768 5.715
S1 5.587 5.587 5.766 5.479
S2 5.371 5.371 5.729
S3 4.974 5.190 5.693
S4 4.577 4.793 5.584
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.974 5.553 0.421 7.1% 0.210 3.5% 88% True False 6,908
10 5.974 5.387 0.587 9.9% 0.179 3.0% 91% True False 6,045
20 5.974 4.825 1.149 19.4% 0.209 3.5% 96% True False 5,592
40 5.974 4.775 1.199 20.2% 0.156 2.6% 96% True False 4,033
60 5.974 4.775 1.199 20.2% 0.153 2.6% 96% True False 3,473
80 6.255 4.775 1.480 25.0% 0.146 2.5% 78% False False 3,137
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 0.033
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.799
2.618 6.482
1.618 6.288
1.000 6.168
0.618 6.094
HIGH 5.974
0.618 5.900
0.500 5.877
0.382 5.854
LOW 5.780
0.618 5.660
1.000 5.586
1.618 5.466
2.618 5.272
4.250 4.956
Fisher Pivots for day following 05-Oct-2009
Pivot 1 day 3 day
R1 5.908 5.871
PP 5.893 5.817
S1 5.877 5.764

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

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