NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 14-Oct-2009
Day Change Summary
Previous Current
13-Oct-2009 14-Oct-2009 Change Change % Previous Week
Open 6.028 5.841 -0.187 -3.1% 5.780
High 6.085 5.847 -0.238 -3.9% 6.019
Low 5.750 5.644 -0.106 -1.8% 5.780
Close 5.803 5.682 -0.121 -2.1% 5.839
Range 0.335 0.203 -0.132 -39.4% 0.239
ATR 0.198 0.198 0.000 0.2% 0.000
Volume 7,936 8,532 596 7.5% 39,808
Daily Pivots for day following 14-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.333 6.211 5.794
R3 6.130 6.008 5.738
R2 5.927 5.927 5.719
R1 5.805 5.805 5.701 5.765
PP 5.724 5.724 5.724 5.704
S1 5.602 5.602 5.663 5.562
S2 5.521 5.521 5.645
S3 5.318 5.399 5.626
S4 5.115 5.196 5.570
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 5.644 0.441 7.8% 0.195 3.4% 9% False True 7,581
10 6.085 5.553 0.532 9.4% 0.193 3.4% 24% False False 7,517
20 6.085 5.363 0.722 12.7% 0.185 3.2% 44% False False 6,676
40 6.085 4.775 1.310 23.1% 0.173 3.0% 69% False False 5,119
60 6.085 4.775 1.310 23.1% 0.158 2.8% 69% False False 4,162
80 6.085 4.775 1.310 23.1% 0.146 2.6% 69% False False 3,679
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 0.039
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.710
2.618 6.378
1.618 6.175
1.000 6.050
0.618 5.972
HIGH 5.847
0.618 5.769
0.500 5.746
0.382 5.722
LOW 5.644
0.618 5.519
1.000 5.441
1.618 5.316
2.618 5.113
4.250 4.781
Fisher Pivots for day following 14-Oct-2009
Pivot 1 day 3 day
R1 5.746 5.865
PP 5.724 5.804
S1 5.703 5.743

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

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