NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 13-Oct-2009
Day Change Summary
Previous Current
12-Oct-2009 13-Oct-2009 Change Change % Previous Week
Open 5.979 6.028 0.049 0.8% 5.780
High 6.037 6.085 0.048 0.8% 6.019
Low 5.910 5.750 -0.160 -2.7% 5.780
Close 5.989 5.803 -0.186 -3.1% 5.839
Range 0.127 0.335 0.208 163.8% 0.239
ATR 0.187 0.198 0.011 5.6% 0.000
Volume 5,497 7,936 2,439 44.4% 39,808
Daily Pivots for day following 13-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.884 6.679 5.987
R3 6.549 6.344 5.895
R2 6.214 6.214 5.864
R1 6.009 6.009 5.834 5.944
PP 5.879 5.879 5.879 5.847
S1 5.674 5.674 5.772 5.609
S2 5.544 5.544 5.742
S3 5.209 5.339 5.711
S4 4.874 5.004 5.619
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 6.085 5.750 0.335 5.8% 0.175 3.0% 16% True True 7,753
10 6.085 5.553 0.532 9.2% 0.187 3.2% 47% True False 7,728
20 6.085 5.317 0.768 13.2% 0.188 3.2% 63% True False 6,444
40 6.085 4.775 1.310 22.6% 0.171 2.9% 78% True False 4,953
60 6.085 4.775 1.310 22.6% 0.156 2.7% 78% True False 4,042
80 6.085 4.775 1.310 22.6% 0.145 2.5% 78% True False 3,598
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.040
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 7.509
2.618 6.962
1.618 6.627
1.000 6.420
0.618 6.292
HIGH 6.085
0.618 5.957
0.500 5.918
0.382 5.878
LOW 5.750
0.618 5.543
1.000 5.415
1.618 5.208
2.618 4.873
4.250 4.326
Fisher Pivots for day following 13-Oct-2009
Pivot 1 day 3 day
R1 5.918 5.918
PP 5.879 5.879
S1 5.841 5.841

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

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