NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 21-Oct-2009
Day Change Summary
Previous Current
20-Oct-2009 21-Oct-2009 Change Change % Previous Week
Open 6.060 6.180 0.120 2.0% 5.979
High 6.157 6.180 0.023 0.4% 6.085
Low 6.040 6.020 -0.020 -0.3% 5.608
Close 6.144 6.037 -0.107 -1.7% 5.955
Range 0.117 0.160 0.043 36.8% 0.477
ATR 0.196 0.194 -0.003 -1.3% 0.000
Volume 6,416 9,336 2,920 45.5% 35,249
Daily Pivots for day following 21-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.559 6.458 6.125
R3 6.399 6.298 6.081
R2 6.239 6.239 6.066
R1 6.138 6.138 6.052 6.109
PP 6.079 6.079 6.079 6.064
S1 5.978 5.978 6.022 5.949
S2 5.919 5.919 6.008
S3 5.759 5.818 5.993
S4 5.599 5.658 5.949
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 6.180 5.608 0.572 9.5% 0.175 2.9% 75% True False 7,420
10 6.180 5.608 0.572 9.5% 0.185 3.1% 75% True False 7,500
20 6.180 5.553 0.627 10.4% 0.185 3.1% 77% True False 7,284
40 6.180 4.775 1.405 23.3% 0.184 3.0% 90% True False 5,766
60 6.180 4.775 1.405 23.3% 0.161 2.7% 90% True False 4,560
80 6.180 4.775 1.405 23.3% 0.152 2.5% 90% True False 4,049
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.860
2.618 6.599
1.618 6.439
1.000 6.340
0.618 6.279
HIGH 6.180
0.618 6.119
0.500 6.100
0.382 6.081
LOW 6.020
0.618 5.921
1.000 5.860
1.618 5.761
2.618 5.601
4.250 5.340
Fisher Pivots for day following 21-Oct-2009
Pivot 1 day 3 day
R1 6.100 6.033
PP 6.079 6.030
S1 6.058 6.026

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

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