NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 17-Nov-2009
Day Change Summary
Previous Current
16-Nov-2009 17-Nov-2009 Change Change % Previous Week
Open 4.983 5.025 0.042 0.8% 5.010
High 5.118 5.167 0.049 1.0% 5.148
Low 4.890 5.003 0.113 2.3% 4.811
Close 5.091 5.025 -0.066 -1.3% 4.916
Range 0.228 0.164 -0.064 -28.1% 0.337
ATR 0.185 0.183 -0.001 -0.8% 0.000
Volume 10,093 10,007 -86 -0.9% 50,299
Daily Pivots for day following 17-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.557 5.455 5.115
R3 5.393 5.291 5.070
R2 5.229 5.229 5.055
R1 5.127 5.127 5.040 5.107
PP 5.065 5.065 5.065 5.055
S1 4.963 4.963 5.010 4.943
S2 4.901 4.901 4.995
S3 4.737 4.799 4.980
S4 4.573 4.635 4.935
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 5.167 4.811 0.356 7.1% 0.157 3.1% 60% True False 9,193
10 5.296 4.811 0.485 9.7% 0.161 3.2% 44% False False 9,679
20 6.180 4.811 1.369 27.2% 0.179 3.6% 16% False False 9,063
40 6.180 4.811 1.369 27.2% 0.181 3.6% 16% False False 8,022
60 6.180 4.775 1.405 28.0% 0.181 3.6% 18% False False 6,753
80 6.180 4.775 1.405 28.0% 0.165 3.3% 18% False False 5,588
100 6.180 4.775 1.405 28.0% 0.156 3.1% 18% False False 4,965
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 True
Bear Hook False
Bull Hook False
Stretch 0.025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.864
2.618 5.596
1.618 5.432
1.000 5.331
0.618 5.268
HIGH 5.167
0.618 5.104
0.500 5.085
0.382 5.066
LOW 5.003
0.618 4.902
1.000 4.839
1.618 4.738
2.618 4.574
4.250 4.306
Fisher Pivots for day following 17-Nov-2009
Pivot 1 day 3 day
R1 5.085 5.013
PP 5.065 5.001
S1 5.045 4.989

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

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