NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 19-Oct-2009
Day Change Summary
Previous Current
16-Oct-2009 19-Oct-2009 Change Change % Previous Week
Open 5.739 5.947 0.208 3.6% 5.979
High 6.018 6.041 0.023 0.4% 6.085
Low 5.739 5.872 0.133 2.3% 5.608
Close 5.955 6.009 0.054 0.9% 5.955
Range 0.279 0.169 -0.110 -39.4% 0.477
ATR 0.202 0.200 -0.002 -1.2% 0.000
Volume 6,244 8,064 1,820 29.1% 35,249
Daily Pivots for day following 19-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.481 6.414 6.102
R3 6.312 6.245 6.055
R2 6.143 6.143 6.040
R1 6.076 6.076 6.024 6.110
PP 5.974 5.974 5.974 5.991
S1 5.907 5.907 5.994 5.941
S2 5.805 5.805 5.978
S3 5.636 5.738 5.963
S4 5.467 5.569 5.916
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 7.314 7.111 6.217
R3 6.837 6.634 6.086
R2 6.360 6.360 6.042
R1 6.157 6.157 5.999 6.020
PP 5.883 5.883 5.883 5.814
S1 5.680 5.680 5.911 5.543
S2 5.406 5.406 5.868
S3 4.929 5.203 5.824
S4 4.452 4.726 5.693
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.085 5.608 0.477 7.9% 0.227 3.8% 84% False False 7,563
10 6.085 5.608 0.477 7.9% 0.190 3.2% 84% False False 7,803
20 6.085 5.387 0.698 11.6% 0.184 3.1% 89% False False 6,924
40 6.085 4.775 1.310 21.8% 0.182 3.0% 94% False False 5,499
60 6.085 4.775 1.310 21.8% 0.159 2.7% 94% False False 4,350
80 6.085 4.775 1.310 21.8% 0.150 2.5% 94% False False 3,879
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 0.042
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.759
2.618 6.483
1.618 6.314
1.000 6.210
0.618 6.145
HIGH 6.041
0.618 5.976
0.500 5.957
0.382 5.937
LOW 5.872
0.618 5.768
1.000 5.703
1.618 5.599
2.618 5.430
4.250 5.154
Fisher Pivots for day following 19-Oct-2009
Pivot 1 day 3 day
R1 5.992 5.948
PP 5.974 5.886
S1 5.957 5.825

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

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