NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 11-Nov-2009
Day Change Summary
Previous Current
10-Nov-2009 11-Nov-2009 Change Change % Previous Week
Open 5.116 4.973 -0.143 -2.8% 5.430
High 5.116 5.053 -0.063 -1.2% 5.450
Low 4.940 4.944 0.004 0.1% 5.006
Close 4.967 5.008 0.041 0.8% 5.046
Range 0.176 0.109 -0.067 -38.1% 0.444
ATR 0.194 0.188 -0.006 -3.1% 0.000
Volume 14,754 9,114 -5,640 -38.2% 42,246
Daily Pivots for day following 11-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.329 5.277 5.068
R3 5.220 5.168 5.038
R2 5.111 5.111 5.028
R1 5.059 5.059 5.018 5.085
PP 5.002 5.002 5.002 5.015
S1 4.950 4.950 4.998 4.976
S2 4.893 4.893 4.988
S3 4.784 4.841 4.978
S4 4.675 4.732 4.948
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 5.254 4.940 0.314 6.3% 0.152 3.0% 22% False False 10,497
10 5.612 4.940 0.672 13.4% 0.176 3.5% 10% False False 9,392
20 6.180 4.940 1.240 24.8% 0.181 3.6% 5% False False 8,608
40 6.180 4.940 1.240 24.8% 0.183 3.7% 5% False False 7,642
60 6.180 4.775 1.405 28.1% 0.176 3.5% 17% False False 6,282
80 6.180 4.775 1.405 28.1% 0.164 3.3% 17% False False 5,274
100 6.180 4.775 1.405 28.1% 0.153 3.1% 17% False False 4,665
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.037
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.516
2.618 5.338
1.618 5.229
1.000 5.162
0.618 5.120
HIGH 5.053
0.618 5.011
0.500 4.999
0.382 4.986
LOW 4.944
0.618 4.877
1.000 4.835
1.618 4.768
2.618 4.659
4.250 4.481
Fisher Pivots for day following 11-Nov-2009
Pivot 1 day 3 day
R1 5.005 5.044
PP 5.002 5.032
S1 4.999 5.020

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

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