NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 29-Oct-2009
Day Change Summary
Previous Current
28-Oct-2009 29-Oct-2009 Change Change % Previous Week
Open 5.639 5.460 -0.179 -3.2% 5.930
High 5.702 5.560 -0.142 -2.5% 6.200
Low 5.485 5.432 -0.053 -1.0% 5.797
Close 5.494 5.520 0.026 0.5% 5.814
Range 0.217 0.128 -0.089 -41.0% 0.403
ATR 0.179 0.175 -0.004 -2.0% 0.000
Volume 2,827 4,773 1,946 68.8% 13,356
Daily Pivots for day following 29-Oct-2009
Classic Woodie Camarilla DeMark
R4 5.888 5.832 5.590
R3 5.760 5.704 5.555
R2 5.632 5.632 5.543
R1 5.576 5.576 5.532 5.604
PP 5.504 5.504 5.504 5.518
S1 5.448 5.448 5.508 5.476
S2 5.376 5.376 5.497
S3 5.248 5.320 5.485
S4 5.120 5.192 5.450
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 7.146 6.883 6.036
R3 6.743 6.480 5.925
R2 6.340 6.340 5.888
R1 6.077 6.077 5.851 6.007
PP 5.937 5.937 5.937 5.902
S1 5.674 5.674 5.777 5.604
S2 5.534 5.534 5.740
S3 5.131 5.271 5.703
S4 4.728 4.868 5.592
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.003 5.432 0.571 10.3% 0.169 3.1% 15% False True 3,421
10 6.200 5.432 0.768 13.9% 0.167 3.0% 11% False True 2,923
20 6.200 5.432 0.768 13.9% 0.165 3.0% 11% False True 2,471
40 6.200 4.869 1.331 24.1% 0.168 3.0% 49% False False 2,046
60 6.200 4.869 1.331 24.1% 0.141 2.5% 49% False False 1,608
80 6.200 4.869 1.331 24.1% 0.135 2.4% 49% False False 1,370
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 True
Bull Hook False
Stretch 0.021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.104
2.618 5.895
1.618 5.767
1.000 5.688
0.618 5.639
HIGH 5.560
0.618 5.511
0.500 5.496
0.382 5.481
LOW 5.432
0.618 5.353
1.000 5.304
1.618 5.225
2.618 5.097
4.250 4.888
Fisher Pivots for day following 29-Oct-2009
Pivot 1 day 3 day
R1 5.512 5.567
PP 5.504 5.551
S1 5.496 5.536

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

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