NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 10-Nov-2009
Day Change Summary
Previous Current
09-Nov-2009 10-Nov-2009 Change Change % Previous Week
Open 5.010 5.116 0.106 2.1% 5.430
High 5.148 5.116 -0.032 -0.6% 5.450
Low 4.948 4.940 -0.008 -0.2% 5.006
Close 5.131 4.967 -0.164 -3.2% 5.046
Range 0.200 0.176 -0.024 -12.0% 0.444
ATR 0.194 0.194 0.000 -0.1% 0.000
Volume 9,677 14,754 5,077 52.5% 42,246
Daily Pivots for day following 10-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.536 5.427 5.064
R3 5.360 5.251 5.015
R2 5.184 5.184 4.999
R1 5.075 5.075 4.983 5.042
PP 5.008 5.008 5.008 4.991
S1 4.899 4.899 4.951 4.866
S2 4.832 4.832 4.935
S3 4.656 4.723 4.919
S4 4.480 4.547 4.870
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.499 6.217 5.290
R3 6.055 5.773 5.168
R2 5.611 5.611 5.127
R1 5.329 5.329 5.087 5.248
PP 5.167 5.167 5.167 5.127
S1 4.885 4.885 5.005 4.804
S2 4.723 4.723 4.965
S3 4.279 4.441 4.924
S4 3.835 3.997 4.802
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.296 4.940 0.356 7.2% 0.165 3.3% 8% False True 10,165
10 5.654 4.940 0.714 14.4% 0.189 3.8% 4% False True 9,260
20 6.180 4.940 1.240 25.0% 0.186 3.7% 2% False True 8,579
40 6.180 4.940 1.240 25.0% 0.187 3.8% 2% False True 7,512
60 6.180 4.775 1.405 28.3% 0.176 3.5% 14% False False 6,162
80 6.180 4.775 1.405 28.3% 0.163 3.3% 14% False False 5,176
100 6.180 4.775 1.405 28.3% 0.153 3.1% 14% False False 4,594
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.041
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.864
2.618 5.577
1.618 5.401
1.000 5.292
0.618 5.225
HIGH 5.116
0.618 5.049
0.500 5.028
0.382 5.007
LOW 4.940
0.618 4.831
1.000 4.764
1.618 4.655
2.618 4.479
4.250 4.192
Fisher Pivots for day following 10-Nov-2009
Pivot 1 day 3 day
R1 5.028 5.044
PP 5.008 5.018
S1 4.987 4.993

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

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