NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 05-Nov-2009
Day Change Summary
Previous Current
04-Nov-2009 05-Nov-2009 Change Change % Previous Week
Open 5.295 5.104 -0.191 -3.6% 5.750
High 5.296 5.254 -0.042 -0.8% 5.750
Low 5.123 5.081 -0.042 -0.8% 5.336
Close 5.129 5.186 0.057 1.1% 5.417
Range 0.173 0.173 0.000 0.0% 0.414
ATR 0.197 0.195 -0.002 -0.9% 0.000
Volume 7,450 10,867 3,417 45.9% 39,906
Daily Pivots for day following 05-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.693 5.612 5.281
R3 5.520 5.439 5.234
R2 5.347 5.347 5.218
R1 5.266 5.266 5.202 5.307
PP 5.174 5.174 5.174 5.194
S1 5.093 5.093 5.170 5.134
S2 5.001 5.001 5.154
S3 4.828 4.920 5.138
S4 4.655 4.747 5.091
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 5.612 5.081 0.531 10.2% 0.203 3.9% 20% False True 8,617
10 5.971 5.081 0.890 17.2% 0.195 3.8% 12% False True 8,239
20 6.180 5.081 1.099 21.2% 0.193 3.7% 10% False True 7,953
40 6.180 5.081 1.099 21.2% 0.195 3.8% 10% False True 7,159
60 6.180 4.775 1.405 27.1% 0.172 3.3% 29% False False 5,745
80 6.180 4.775 1.405 27.1% 0.164 3.2% 29% False False 4,869
100 6.190 4.775 1.415 27.3% 0.154 3.0% 29% False False 4,315
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 0.039
Fibonacci Retracements and Extensions
4.250 5.989
2.618 5.707
1.618 5.534
1.000 5.427
0.618 5.361
HIGH 5.254
0.618 5.188
0.500 5.168
0.382 5.147
LOW 5.081
0.618 4.974
1.000 4.908
1.618 4.801
2.618 4.628
4.250 4.346
Fisher Pivots for day following 05-Nov-2009
Pivot 1 day 3 day
R1 5.180 5.189
PP 5.174 5.188
S1 5.168 5.187

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

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