NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 27-Apr-2010
Day Change Summary
Previous Current
26-Apr-2010 27-Apr-2010 Change Change % Previous Week
Open 5.078 5.072 -0.006 -0.1% 4.779
High 5.108 5.115 0.007 0.1% 5.120
Low 5.004 5.039 0.035 0.7% 4.736
Close 5.078 5.072 -0.006 -0.1% 5.069
Range 0.104 0.076 -0.028 -26.9% 0.384
ATR 0.142 0.137 -0.005 -3.3% 0.000
Volume 2,837 2,170 -667 -23.5% 11,799
Daily Pivots for day following 27-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.303 5.264 5.114
R3 5.227 5.188 5.093
R2 5.151 5.151 5.086
R1 5.112 5.112 5.079 5.110
PP 5.075 5.075 5.075 5.075
S1 5.036 5.036 5.065 5.034
S2 4.999 4.999 5.058
S3 4.923 4.960 5.051
S4 4.847 4.884 5.030
Weekly Pivots for week ending 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 6.127 5.982 5.280
R3 5.743 5.598 5.175
R2 5.359 5.359 5.139
R1 5.214 5.214 5.104 5.287
PP 4.975 4.975 4.975 5.011
S1 4.830 4.830 5.034 4.903
S2 4.591 4.591 4.999
S3 4.207 4.446 4.963
S4 3.823 4.062 4.858
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.120 4.785 0.335 6.6% 0.131 2.6% 86% False False 2,488
10 5.120 4.736 0.384 7.6% 0.130 2.6% 88% False False 2,473
20 5.120 4.647 0.473 9.3% 0.151 3.0% 90% False False 2,635
40 5.503 4.647 0.856 16.9% 0.121 2.4% 50% False False 2,374
60 6.280 4.647 1.633 32.2% 0.122 2.4% 26% False False 1,987
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.040
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 5.438
2.618 5.314
1.618 5.238
1.000 5.191
0.618 5.162
HIGH 5.115
0.618 5.086
0.500 5.077
0.382 5.068
LOW 5.039
0.618 4.992
1.000 4.963
1.618 4.916
2.618 4.840
4.250 4.716
Fisher Pivots for day following 27-Apr-2010
Pivot 1 day 3 day
R1 5.077 5.052
PP 5.075 5.032
S1 5.074 5.013

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

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