NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 23-Oct-2009
Day Change Summary
Previous Current
22-Oct-2009 23-Oct-2009 Change Change % Previous Week
Open 6.014 5.932 -0.082 -1.4% 5.947
High 6.055 5.971 -0.084 -1.4% 6.180
Low 5.845 5.761 -0.084 -1.4% 5.761
Close 5.872 5.776 -0.096 -1.6% 5.776
Range 0.210 0.210 0.000 0.0% 0.419
ATR 0.195 0.196 0.001 0.6% 0.000
Volume 11,055 8,322 -2,733 -24.7% 43,193
Daily Pivots for day following 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.466 6.331 5.892
R3 6.256 6.121 5.834
R2 6.046 6.046 5.815
R1 5.911 5.911 5.795 5.874
PP 5.836 5.836 5.836 5.817
S1 5.701 5.701 5.757 5.664
S2 5.626 5.626 5.738
S3 5.416 5.491 5.718
S4 5.206 5.281 5.661
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 7.163 6.888 6.006
R3 6.744 6.469 5.891
R2 6.325 6.325 5.853
R1 6.050 6.050 5.814 5.978
PP 5.906 5.906 5.906 5.870
S1 5.631 5.631 5.738 5.559
S2 5.487 5.487 5.699
S3 5.068 5.212 5.661
S4 4.649 4.793 5.546
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.180 5.761 0.419 7.3% 0.173 3.0% 4% False True 8,638
10 6.180 5.608 0.572 9.9% 0.196 3.4% 29% False False 7,844
20 6.180 5.553 0.627 10.9% 0.189 3.3% 36% False False 7,649
40 6.180 4.775 1.405 24.3% 0.190 3.3% 71% False False 6,176
60 6.180 4.775 1.405 24.3% 0.162 2.8% 71% False False 4,818
80 6.180 4.775 1.405 24.3% 0.154 2.7% 71% False False 4,254
100 6.255 4.775 1.480 25.6% 0.150 2.6% 68% False False 3,762
Crabel Price Patterns
NR False
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 0.031
Fibonacci Retracements and Extensions
4.250 6.864
2.618 6.521
1.618 6.311
1.000 6.181
0.618 6.101
HIGH 5.971
0.618 5.891
0.500 5.866
0.382 5.841
LOW 5.761
0.618 5.631
1.000 5.551
1.618 5.421
2.618 5.211
4.250 4.869
Fisher Pivots for day following 23-Oct-2009
Pivot 1 day 3 day
R1 5.866 5.971
PP 5.836 5.906
S1 5.806 5.841

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

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