NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 09-Nov-2009
Day Change Summary
Previous Current
06-Nov-2009 09-Nov-2009 Change Change % Previous Week
Open 5.162 5.117 -0.045 -0.9% 5.440
High 5.163 5.200 0.037 0.7% 5.440
Low 5.071 5.010 -0.061 -1.2% 5.071
Close 5.106 5.193 0.087 1.7% 5.106
Range 0.092 0.190 0.098 106.5% 0.369
ATR 0.179 0.180 0.001 0.4% 0.000
Volume 2,385 4,097 1,712 71.8% 20,624
Daily Pivots for day following 09-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.704 5.639 5.298
R3 5.514 5.449 5.245
R2 5.324 5.324 5.228
R1 5.259 5.259 5.210 5.292
PP 5.134 5.134 5.134 5.151
S1 5.069 5.069 5.176 5.102
S2 4.944 4.944 5.158
S3 4.754 4.879 5.141
S4 4.564 4.689 5.089
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.313 6.078 5.309
R3 5.944 5.709 5.207
R2 5.575 5.575 5.174
R1 5.340 5.340 5.140 5.273
PP 5.206 5.206 5.206 5.172
S1 4.971 4.971 5.072 4.904
S2 4.837 4.837 5.038
S3 4.468 4.602 5.005
S4 4.099 4.233 4.903
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.370 5.010 0.360 6.9% 0.152 2.9% 51% False True 4,232
10 5.702 5.010 0.692 13.3% 0.166 3.2% 26% False True 3,937
20 6.200 5.010 1.190 22.9% 0.169 3.2% 15% False True 3,190
40 6.200 5.010 1.190 22.9% 0.164 3.2% 15% False True 2,635
60 6.200 4.869 1.331 25.6% 0.149 2.9% 24% False False 2,029
80 6.200 4.869 1.331 25.6% 0.140 2.7% 24% False False 1,655
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.036
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6.008
2.618 5.697
1.618 5.507
1.000 5.390
0.618 5.317
HIGH 5.200
0.618 5.127
0.500 5.105
0.382 5.083
LOW 5.010
0.618 4.893
1.000 4.820
1.618 4.703
2.618 4.513
4.250 4.203
Fisher Pivots for day following 09-Nov-2009
Pivot 1 day 3 day
R1 5.164 5.183
PP 5.134 5.172
S1 5.105 5.162

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

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