NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 06-Nov-2009
Day Change Summary
Previous Current
05-Nov-2009 06-Nov-2009 Change Change % Previous Week
Open 5.104 5.110 0.006 0.1% 5.430
High 5.254 5.110 -0.144 -2.7% 5.450
Low 5.081 5.006 -0.075 -1.5% 5.006
Close 5.186 5.046 -0.140 -2.7% 5.046
Range 0.173 0.104 -0.069 -39.9% 0.444
ATR 0.195 0.194 -0.001 -0.6% 0.000
Volume 10,867 8,077 -2,790 -25.7% 42,246
Daily Pivots for day following 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.366 5.310 5.103
R3 5.262 5.206 5.075
R2 5.158 5.158 5.065
R1 5.102 5.102 5.056 5.078
PP 5.054 5.054 5.054 5.042
S1 4.998 4.998 5.036 4.974
S2 4.950 4.950 5.027
S3 4.846 4.894 5.017
S4 4.742 4.790 4.989
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.499 6.217 5.290
R3 6.055 5.773 5.168
R2 5.611 5.611 5.127
R1 5.329 5.329 5.087 5.248
PP 5.167 5.167 5.167 5.127
S1 4.885 4.885 5.005 4.804
S2 4.723 4.723 4.965
S3 4.279 4.441 4.924
S4 3.835 3.997 4.802
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.450 5.006 0.444 8.8% 0.168 3.3% 9% False True 8,449
10 5.750 5.006 0.744 14.7% 0.184 3.6% 5% False True 8,215
20 6.180 5.006 1.174 23.3% 0.190 3.8% 3% False True 8,029
40 6.180 5.006 1.174 23.3% 0.189 3.7% 3% False True 7,224
60 6.180 4.775 1.405 27.8% 0.171 3.4% 19% False False 5,846
80 6.180 4.775 1.405 27.8% 0.162 3.2% 19% False False 4,943
100 6.180 4.775 1.405 27.8% 0.154 3.0% 19% False False 4,379
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.035
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 5.552
2.618 5.382
1.618 5.278
1.000 5.214
0.618 5.174
HIGH 5.110
0.618 5.070
0.500 5.058
0.382 5.046
LOW 5.006
0.618 4.942
1.000 4.902
1.618 4.838
2.618 4.734
4.250 4.564
Fisher Pivots for day following 06-Nov-2009
Pivot 1 day 3 day
R1 5.058 5.151
PP 5.054 5.116
S1 5.050 5.081

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

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