NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 07-Oct-2009
Day Change Summary
Previous Current
06-Oct-2009 07-Oct-2009 Change Change % Previous Week
Open 5.920 5.890 -0.030 -0.5% 5.905
High 6.000 5.955 -0.045 -0.8% 5.950
Low 5.781 5.852 0.071 1.2% 5.553
Close 5.844 5.912 0.068 1.2% 5.802
Range 0.219 0.103 -0.116 -53.0% 0.397
ATR 0.198 0.192 -0.006 -3.1% 0.000
Volume 9,391 9,391 0 0.0% 34,744
Daily Pivots for day following 07-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.215 6.167 5.969
R3 6.112 6.064 5.940
R2 6.009 6.009 5.931
R1 5.961 5.961 5.921 5.985
PP 5.906 5.906 5.906 5.919
S1 5.858 5.858 5.903 5.882
S2 5.803 5.803 5.893
S3 5.700 5.755 5.884
S4 5.597 5.652 5.855
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% 0.191 3.2% 80% False False 7,453
10 6.000 5.553 0.447 7.6% 0.185 3.1% 80% False False 7,068
20 6.000 4.928 1.072 18.1% 0.210 3.5% 92% False False 6,078
40 6.000 4.775 1.225 20.7% 0.159 2.7% 93% False False 4,445
60 6.000 4.775 1.225 20.7% 0.155 2.6% 93% False False 3,719
80 6.190 4.775 1.415 23.9% 0.145 2.4% 80% False False 3,337
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.041
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 6.393
2.618 6.225
1.618 6.122
1.000 6.058
0.618 6.019
HIGH 5.955
0.618 5.916
0.500 5.904
0.382 5.891
LOW 5.852
0.618 5.788
1.000 5.749
1.618 5.685
2.618 5.582
4.250 5.414
Fisher Pivots for day following 07-Oct-2009
Pivot 1 day 3 day
R1 5.909 5.905
PP 5.906 5.897
S1 5.904 5.890

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

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