NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 02-Nov-2009
Day Change Summary
Previous Current
30-Oct-2009 02-Nov-2009 Change Change % Previous Week
Open 5.460 5.430 -0.030 -0.5% 5.750
High 5.612 5.450 -0.162 -2.9% 5.750
Low 5.336 5.195 -0.141 -2.6% 5.336
Close 5.417 5.203 -0.214 -4.0% 5.417
Range 0.276 0.255 -0.021 -7.6% 0.414
ATR 0.199 0.203 0.004 2.0% 0.000
Volume 8,916 7,633 -1,283 -14.4% 39,906
Daily Pivots for day following 02-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.048 5.880 5.343
R3 5.793 5.625 5.273
R2 5.538 5.538 5.250
R1 5.370 5.370 5.226 5.327
PP 5.283 5.283 5.283 5.261
S1 5.115 5.115 5.180 5.072
S2 5.028 5.028 5.156
S3 4.773 4.860 5.133
S4 4.518 4.605 5.063
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.743 6.494 5.645
R3 6.329 6.080 5.531
R2 5.915 5.915 5.493
R1 5.666 5.666 5.455 5.584
PP 5.501 5.501 5.501 5.460
S1 5.252 5.252 5.379 5.170
S2 5.087 5.087 5.341
S3 4.673 4.838 5.303
S4 4.259 4.424 5.189
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.654 5.195 0.459 8.8% 0.208 4.0% 2% False True 8,108
10 6.180 5.195 0.985 18.9% 0.195 3.8% 1% False True 8,266
20 6.180 5.195 0.985 18.9% 0.192 3.7% 1% False True 8,035
40 6.180 4.825 1.355 26.0% 0.201 3.9% 28% False False 6,814
60 6.180 4.775 1.405 27.0% 0.168 3.2% 30% False False 5,367
80 6.180 4.775 1.405 27.0% 0.163 3.1% 30% False False 4,613
100 6.255 4.775 1.480 28.4% 0.155 3.0% 29% False False 4,116
Crabel Price Patterns
NR True
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 0.036
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.534
2.618 6.118
1.618 5.863
1.000 5.705
0.618 5.608
HIGH 5.450
0.618 5.353
0.500 5.323
0.382 5.292
LOW 5.195
0.618 5.037
1.000 4.940
1.618 4.782
2.618 4.527
4.250 4.111
Fisher Pivots for day following 02-Nov-2009
Pivot 1 day 3 day
R1 5.323 5.404
PP 5.283 5.337
S1 5.243 5.270

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

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