NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 12-Oct-2009
Day Change Summary
Previous Current
09-Oct-2009 12-Oct-2009 Change Change % Previous Week
Open 5.978 5.979 0.001 0.0% 5.780
High 6.000 6.037 0.037 0.6% 6.019
Low 5.830 5.910 0.080 1.4% 5.780
Close 5.839 5.989 0.150 2.6% 5.839
Range 0.170 0.127 -0.043 -25.3% 0.239
ATR 0.187 0.187 0.001 0.4% 0.000
Volume 6,552 5,497 -1,055 -16.1% 39,808
Daily Pivots for day following 12-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.360 6.301 6.059
R3 6.233 6.174 6.024
R2 6.106 6.106 6.012
R1 6.047 6.047 6.001 6.077
PP 5.979 5.979 5.979 5.993
S1 5.920 5.920 5.977 5.950
S2 5.852 5.852 5.966
S3 5.725 5.793 5.954
S4 5.598 5.666 5.919
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.596 6.457 5.970
R3 6.357 6.218 5.905
R2 6.118 6.118 5.883
R1 5.979 5.979 5.861 6.049
PP 5.879 5.879 5.879 5.914
S1 5.740 5.740 5.817 5.810
S2 5.640 5.640 5.795
S3 5.401 5.501 5.773
S4 5.162 5.262 5.708
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.037 5.781 0.256 4.3% 0.152 2.5% 81% True False 8,044
10 6.037 5.553 0.484 8.1% 0.181 3.0% 90% True False 7,476
20 6.037 5.244 0.793 13.2% 0.180 3.0% 94% True False 6,367
40 6.037 4.775 1.262 21.1% 0.164 2.7% 96% True False 4,821
60 6.037 4.775 1.262 21.1% 0.152 2.5% 96% True False 3,956
80 6.037 4.775 1.262 21.1% 0.144 2.4% 96% True False 3,513
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.046
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.577
2.618 6.369
1.618 6.242
1.000 6.164
0.618 6.115
HIGH 6.037
0.618 5.988
0.500 5.974
0.382 5.959
LOW 5.910
0.618 5.832
1.000 5.783
1.618 5.705
2.618 5.578
4.250 5.370
Fisher Pivots for day following 12-Oct-2009
Pivot 1 day 3 day
R1 5.984 5.971
PP 5.979 5.952
S1 5.974 5.934

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

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