NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 03-Nov-2009
Day Change Summary
Previous Current
02-Nov-2009 03-Nov-2009 Change Change % Previous Week
Open 5.430 5.216 -0.214 -3.9% 5.750
High 5.450 5.287 -0.163 -3.0% 5.750
Low 5.195 5.151 -0.044 -0.8% 5.336
Close 5.203 5.276 0.073 1.4% 5.417
Range 0.255 0.136 -0.119 -46.7% 0.414
ATR 0.203 0.199 -0.005 -2.4% 0.000
Volume 7,633 8,219 586 7.7% 39,906
Daily Pivots for day following 03-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.646 5.597 5.351
R3 5.510 5.461 5.313
R2 5.374 5.374 5.301
R1 5.325 5.325 5.288 5.350
PP 5.238 5.238 5.238 5.250
S1 5.189 5.189 5.264 5.214
S2 5.102 5.102 5.251
S3 4.966 5.053 5.239
S4 4.830 4.917 5.201
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 5.151 0.503 9.5% 0.212 4.0% 25% False True 8,356
10 6.180 5.151 1.029 19.5% 0.197 3.7% 12% False True 8,447
20 6.180 5.151 1.029 19.5% 0.188 3.6% 12% False True 7,976
40 6.180 4.928 1.252 23.7% 0.199 3.8% 28% False False 6,878
60 6.180 4.775 1.405 26.6% 0.169 3.2% 36% False False 5,480
80 6.180 4.775 1.405 26.6% 0.163 3.1% 36% False False 4,692
100 6.255 4.775 1.480 28.1% 0.155 2.9% 34% False False 4,186
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.041
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.865
2.618 5.643
1.618 5.507
1.000 5.423
0.618 5.371
HIGH 5.287
0.618 5.235
0.500 5.219
0.382 5.203
LOW 5.151
0.618 5.067
1.000 5.015
1.618 4.931
2.618 4.795
4.250 4.573
Fisher Pivots for day following 03-Nov-2009
Pivot 1 day 3 day
R1 5.257 5.382
PP 5.238 5.346
S1 5.219 5.311

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

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