NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 27-Oct-2009
Day Change Summary
Previous Current
26-Oct-2009 27-Oct-2009 Change Change % Previous Week
Open 5.750 5.527 -0.223 -3.9% 5.947
High 5.750 5.639 -0.111 -1.9% 6.180
Low 5.536 5.524 -0.012 -0.2% 5.761
Close 5.551 5.613 0.062 1.1% 5.776
Range 0.214 0.115 -0.099 -46.3% 0.419
ATR 0.199 0.193 -0.006 -3.0% 0.000
Volume 6,999 6,976 -23 -0.3% 43,193
Daily Pivots for day following 27-Oct-2009
Classic Woodie Camarilla DeMark
R4 5.937 5.890 5.676
R3 5.822 5.775 5.645
R2 5.707 5.707 5.634
R1 5.660 5.660 5.624 5.684
PP 5.592 5.592 5.592 5.604
S1 5.545 5.545 5.602 5.569
S2 5.477 5.477 5.592
S3 5.362 5.430 5.581
S4 5.247 5.315 5.550
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 5.524 0.656 11.7% 0.182 3.2% 14% False True 8,537
10 6.180 5.524 0.656 11.7% 0.183 3.3% 14% False True 7,898
20 6.180 5.524 0.656 11.7% 0.185 3.3% 14% False True 7,813
40 6.180 4.775 1.405 25.0% 0.192 3.4% 60% False False 6,381
60 6.180 4.775 1.405 25.0% 0.163 2.9% 60% False False 4,993
80 6.180 4.775 1.405 25.0% 0.155 2.8% 60% False False 4,386
100 6.255 4.775 1.480 26.4% 0.151 2.7% 57% False False 3,850
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.020
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 6.128
2.618 5.940
1.618 5.825
1.000 5.754
0.618 5.710
HIGH 5.639
0.618 5.595
0.500 5.582
0.382 5.568
LOW 5.524
0.618 5.453
1.000 5.409
1.618 5.338
2.618 5.223
4.250 5.035
Fisher Pivots for day following 27-Oct-2009
Pivot 1 day 3 day
R1 5.603 5.748
PP 5.592 5.703
S1 5.582 5.658

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

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