NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 11-Nov-2009
Day Change Summary
Previous Current
10-Nov-2009 11-Nov-2009 Change Change % Previous Week
Open 5.100 5.035 -0.065 -1.3% 5.440
High 5.120 5.106 -0.014 -0.3% 5.440
Low 5.001 5.008 0.007 0.1% 5.071
Close 5.030 5.068 0.038 0.8% 5.106
Range 0.119 0.098 -0.021 -17.6% 0.369
ATR 0.181 0.175 -0.006 -3.3% 0.000
Volume 5,555 3,323 -2,232 -40.2% 20,624
Daily Pivots for day following 11-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.355 5.309 5.122
R3 5.257 5.211 5.095
R2 5.159 5.159 5.086
R1 5.113 5.113 5.077 5.136
PP 5.061 5.061 5.061 5.072
S1 5.015 5.015 5.059 5.038
S2 4.963 4.963 5.050
S3 4.865 4.917 5.041
S4 4.767 4.819 5.014
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 5.313 5.001 0.312 6.2% 0.132 2.6% 21% False False 3,941
10 5.676 5.001 0.675 13.3% 0.155 3.1% 10% False False 4,290
20 6.200 5.001 1.199 23.7% 0.162 3.2% 6% False False 3,488
40 6.200 5.001 1.199 23.7% 0.159 3.1% 6% False False 2,775
60 6.200 4.869 1.331 26.3% 0.150 3.0% 15% False False 2,161
80 6.200 4.869 1.331 26.3% 0.140 2.8% 15% False False 1,753
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.035
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.523
2.618 5.363
1.618 5.265
1.000 5.204
0.618 5.167
HIGH 5.106
0.618 5.069
0.500 5.057
0.382 5.045
LOW 5.008
0.618 4.947
1.000 4.910
1.618 4.849
2.618 4.751
4.250 4.592
Fisher Pivots for day following 11-Nov-2009
Pivot 1 day 3 day
R1 5.064 5.101
PP 5.061 5.090
S1 5.057 5.079

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

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