NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 22-Oct-2009
Day Change Summary
Previous Current
21-Oct-2009 22-Oct-2009 Change Change % Previous Week
Open 6.180 6.014 -0.166 -2.7% 5.979
High 6.180 6.055 -0.125 -2.0% 6.085
Low 6.020 5.845 -0.175 -2.9% 5.608
Close 6.037 5.872 -0.165 -2.7% 5.955
Range 0.160 0.210 0.050 31.3% 0.477
ATR 0.194 0.195 0.001 0.6% 0.000
Volume 9,336 11,055 1,719 18.4% 35,249
Daily Pivots for day following 22-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.554 6.423 5.988
R3 6.344 6.213 5.930
R2 6.134 6.134 5.911
R1 6.003 6.003 5.891 5.964
PP 5.924 5.924 5.924 5.904
S1 5.793 5.793 5.853 5.754
S2 5.714 5.714 5.834
S3 5.504 5.583 5.814
S4 5.294 5.373 5.757
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 5.739 0.441 7.5% 0.187 3.2% 30% False False 8,223
10 6.180 5.608 0.572 9.7% 0.192 3.3% 46% False False 7,667
20 6.180 5.553 0.627 10.7% 0.186 3.2% 51% False False 7,572
40 6.180 4.775 1.405 23.9% 0.187 3.2% 78% False False 6,010
60 6.180 4.775 1.405 23.9% 0.162 2.8% 78% False False 4,716
80 6.180 4.775 1.405 23.9% 0.153 2.6% 78% False False 4,173
100 6.255 4.775 1.480 25.2% 0.151 2.6% 74% False False 3,723
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.030
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.948
2.618 6.605
1.618 6.395
1.000 6.265
0.618 6.185
HIGH 6.055
0.618 5.975
0.500 5.950
0.382 5.925
LOW 5.845
0.618 5.715
1.000 5.635
1.618 5.505
2.618 5.295
4.250 4.953
Fisher Pivots for day following 22-Oct-2009
Pivot 1 day 3 day
R1 5.950 6.013
PP 5.924 5.966
S1 5.898 5.919

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

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