NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 13-Nov-2009
Day Change Summary
Previous Current
12-Nov-2009 13-Nov-2009 Change Change % Previous Week
Open 5.011 4.931 -0.080 -1.6% 5.010
High 5.011 4.948 -0.063 -1.3% 5.148
Low 4.865 4.811 -0.054 -1.1% 4.811
Close 4.887 4.916 0.029 0.6% 4.916
Range 0.146 0.137 -0.009 -6.2% 0.337
ATR 0.185 0.182 -0.003 -1.9% 0.000
Volume 6,104 10,650 4,546 74.5% 50,299
Daily Pivots for day following 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.303 5.246 4.991
R3 5.166 5.109 4.954
R2 5.029 5.029 4.941
R1 4.972 4.972 4.929 4.932
PP 4.892 4.892 4.892 4.872
S1 4.835 4.835 4.903 4.795
S2 4.755 4.755 4.891
S3 4.618 4.698 4.878
S4 4.481 4.561 4.841
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.969 5.780 5.101
R3 5.632 5.443 5.009
R2 5.295 5.295 4.978
R1 5.106 5.106 4.947 5.032
PP 4.958 4.958 4.958 4.922
S1 4.769 4.769 4.885 4.695
S2 4.621 4.621 4.854
S3 4.284 4.432 4.823
S4 3.947 4.095 4.731
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.148 4.811 0.337 6.9% 0.154 3.1% 31% False True 10,059
10 5.450 4.811 0.639 13.0% 0.161 3.3% 16% False True 9,254
20 6.180 4.811 1.369 27.8% 0.174 3.5% 8% False True 8,782
40 6.180 4.811 1.369 27.8% 0.178 3.6% 8% False True 7,769
60 6.180 4.775 1.405 28.6% 0.178 3.6% 10% False False 6,494
80 6.180 4.775 1.405 28.6% 0.163 3.3% 10% False False 5,408
100 6.180 4.775 1.405 28.6% 0.155 3.1% 10% False False 4,798
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 0.022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.530
2.618 5.307
1.618 5.170
1.000 5.085
0.618 5.033
HIGH 4.948
0.618 4.896
0.500 4.880
0.382 4.863
LOW 4.811
0.618 4.726
1.000 4.674
1.618 4.589
2.618 4.452
4.250 4.229
Fisher Pivots for day following 13-Nov-2009
Pivot 1 day 3 day
R1 4.904 4.932
PP 4.892 4.927
S1 4.880 4.921

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

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