NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 06-Oct-2009
Day Change Summary
Previous Current
05-Oct-2009 06-Oct-2009 Change Change % Previous Week
Open 5.780 5.920 0.140 2.4% 5.905
High 5.974 6.000 0.026 0.4% 5.950
Low 5.780 5.781 0.001 0.0% 5.553
Close 5.924 5.844 -0.080 -1.4% 5.802
Range 0.194 0.219 0.025 12.9% 0.397
ATR 0.196 0.198 0.002 0.8% 0.000
Volume 5,083 9,391 4,308 84.8% 34,744
Daily Pivots for day following 06-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.532 6.407 5.964
R3 6.313 6.188 5.904
R2 6.094 6.094 5.884
R1 5.969 5.969 5.864 5.922
PP 5.875 5.875 5.875 5.852
S1 5.750 5.750 5.824 5.703
S2 5.656 5.656 5.804
S3 5.437 5.531 5.784
S4 5.218 5.312 5.724
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 6.000 5.553 0.447 7.6% 0.200 3.4% 65% True False 7,703
10 6.000 5.553 0.447 7.6% 0.186 3.2% 65% True False 6,459
20 6.000 4.928 1.072 18.3% 0.211 3.6% 85% True False 5,779
40 6.000 4.775 1.225 21.0% 0.160 2.7% 87% True False 4,231
60 6.000 4.775 1.225 21.0% 0.155 2.7% 87% True False 3,598
80 6.255 4.775 1.480 25.3% 0.146 2.5% 72% False False 3,239
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.038
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.931
2.618 6.573
1.618 6.354
1.000 6.219
0.618 6.135
HIGH 6.000
0.618 5.916
0.500 5.891
0.382 5.865
LOW 5.781
0.618 5.646
1.000 5.562
1.618 5.427
2.618 5.208
4.250 4.850
Fisher Pivots for day following 06-Oct-2009
Pivot 1 day 3 day
R1 5.891 5.822
PP 5.875 5.799
S1 5.860 5.777

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

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