NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 01-Apr-2010
Day Change Summary
Previous Current
31-Mar-2010 01-Apr-2010 Change Change % Previous Week
Open 4.850 4.736 -0.114 -2.4% 4.959
High 4.870 4.937 0.067 1.4% 4.976
Low 4.726 4.685 -0.041 -0.9% 4.670
Close 4.735 4.891 0.156 3.3% 4.676
Range 0.144 0.252 0.108 75.0% 0.306
ATR 0.114 0.123 0.010 8.7% 0.000
Volume 2,570 3,701 1,131 44.0% 13,831
Daily Pivots for day following 01-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.594 5.494 5.030
R3 5.342 5.242 4.960
R2 5.090 5.090 4.937
R1 4.990 4.990 4.914 5.040
PP 4.838 4.838 4.838 4.863
S1 4.738 4.738 4.868 4.788
S2 4.586 4.586 4.845
S3 4.334 4.486 4.822
S4 4.082 4.234 4.752
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.692 5.490 4.844
R3 5.386 5.184 4.760
R2 5.080 5.080 4.732
R1 4.878 4.878 4.704 4.826
PP 4.774 4.774 4.774 4.748
S1 4.572 4.572 4.648 4.520
S2 4.468 4.468 4.620
S3 4.162 4.266 4.592
S4 3.856 3.960 4.508
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.937 4.647 0.290 5.9% 0.146 3.0% 84% True False 2,868
10 5.010 4.647 0.363 7.4% 0.117 2.4% 67% False False 2,876
20 5.350 4.647 0.703 14.4% 0.101 2.1% 35% False False 2,227
40 6.280 4.647 1.633 33.4% 0.112 2.3% 15% False False 1,795
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Widest range in 48 trading days
Fibonacci Retracements and Extensions
4.250 6.008
2.618 5.597
1.618 5.345
1.000 5.189
0.618 5.093
HIGH 4.937
0.618 4.841
0.500 4.811
0.382 4.781
LOW 4.685
0.618 4.529
1.000 4.433
1.618 4.277
2.618 4.025
4.250 3.614
Fisher Pivots for day following 01-Apr-2010
Pivot 1 day 3 day
R1 4.864 4.858
PP 4.838 4.825
S1 4.811 4.792

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

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