NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 05-Apr-2010
Day Change Summary
Previous Current
01-Apr-2010 05-Apr-2010 Change Change % Previous Week
Open 4.736 4.888 0.152 3.2% 4.688
High 4.937 5.098 0.161 3.3% 4.937
Low 4.685 4.865 0.180 3.8% 4.647
Close 4.891 5.079 0.188 3.8% 4.891
Range 0.252 0.233 -0.019 -7.5% 0.290
ATR 0.123 0.131 0.008 6.3% 0.000
Volume 3,701 4,663 962 26.0% 11,155
Daily Pivots for day following 05-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.713 5.629 5.207
R3 5.480 5.396 5.143
R2 5.247 5.247 5.122
R1 5.163 5.163 5.100 5.205
PP 5.014 5.014 5.014 5.035
S1 4.930 4.930 5.058 4.972
S2 4.781 4.781 5.036
S3 4.548 4.697 5.015
S4 4.315 4.464 4.951
Weekly Pivots for week ending 02-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.695 5.583 5.051
R3 5.405 5.293 4.971
R2 5.115 5.115 4.944
R1 5.003 5.003 4.918 5.059
PP 4.825 4.825 4.825 4.853
S1 4.713 4.713 4.864 4.769
S2 4.535 4.535 4.838
S3 4.245 4.423 4.811
S4 3.955 4.133 4.732
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.098 4.647 0.451 8.9% 0.171 3.4% 96% True False 3,163
10 5.098 4.647 0.451 8.9% 0.129 2.5% 96% True False 2,964
20 5.332 4.647 0.685 13.5% 0.110 2.2% 63% False False 2,336
40 6.280 4.647 1.633 32.2% 0.114 2.2% 26% False False 1,883
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 0.021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.088
2.618 5.708
1.618 5.475
1.000 5.331
0.618 5.242
HIGH 5.098
0.618 5.009
0.500 4.982
0.382 4.954
LOW 4.865
0.618 4.721
1.000 4.632
1.618 4.488
2.618 4.255
4.250 3.875
Fisher Pivots for day following 05-Apr-2010
Pivot 1 day 3 day
R1 5.047 5.017
PP 5.014 4.954
S1 4.982 4.892

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

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