NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 26-Oct-2009
Day Change Summary
Previous Current
23-Oct-2009 26-Oct-2009 Change Change % Previous Week
Open 5.932 5.750 -0.182 -3.1% 5.947
High 5.971 5.750 -0.221 -3.7% 6.180
Low 5.761 5.536 -0.225 -3.9% 5.761
Close 5.776 5.551 -0.225 -3.9% 5.776
Range 0.210 0.214 0.004 1.9% 0.419
ATR 0.196 0.199 0.003 1.6% 0.000
Volume 8,322 6,999 -1,323 -15.9% 43,193
Daily Pivots for day following 26-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.254 6.117 5.669
R3 6.040 5.903 5.610
R2 5.826 5.826 5.590
R1 5.689 5.689 5.571 5.651
PP 5.612 5.612 5.612 5.593
S1 5.475 5.475 5.531 5.437
S2 5.398 5.398 5.512
S3 5.184 5.261 5.492
S4 4.970 5.047 5.433
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 5.536 0.644 11.6% 0.182 3.3% 2% False True 8,425
10 6.180 5.536 0.644 11.6% 0.205 3.7% 2% False True 7,994
20 6.180 5.536 0.644 11.6% 0.193 3.5% 2% False True 7,735
40 6.180 4.775 1.405 25.3% 0.191 3.4% 55% False False 6,276
60 6.180 4.775 1.405 25.3% 0.164 3.0% 55% False False 4,900
80 6.180 4.775 1.405 25.3% 0.155 2.8% 55% False False 4,319
100 6.255 4.775 1.480 26.7% 0.151 2.7% 52% False False 3,802
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6.660
2.618 6.310
1.618 6.096
1.000 5.964
0.618 5.882
HIGH 5.750
0.618 5.668
0.500 5.643
0.382 5.618
LOW 5.536
0.618 5.404
1.000 5.322
1.618 5.190
2.618 4.976
4.250 4.627
Fisher Pivots for day following 26-Oct-2009
Pivot 1 day 3 day
R1 5.643 5.796
PP 5.612 5.714
S1 5.582 5.633

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

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