NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 13-Nov-2009
Day Change Summary
Previous Current
12-Nov-2009 13-Nov-2009 Change Change % Previous Week
Open 4.946 4.928 -0.018 -0.4% 5.117
High 5.023 5.007 -0.016 -0.3% 5.200
Low 4.932 4.871 -0.061 -1.2% 4.871
Close 4.946 4.967 0.021 0.4% 4.967
Range 0.091 0.136 0.045 49.5% 0.329
ATR 0.172 0.170 -0.003 -1.5% 0.000
Volume 3,044 4,522 1,478 48.6% 20,541
Daily Pivots for day following 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.356 5.298 5.042
R3 5.220 5.162 5.004
R2 5.084 5.084 4.992
R1 5.026 5.026 4.979 5.055
PP 4.948 4.948 4.948 4.963
S1 4.890 4.890 4.955 4.919
S2 4.812 4.812 4.942
S3 4.676 4.754 4.930
S4 4.540 4.618 4.892
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.000 5.812 5.148
R3 5.671 5.483 5.057
R2 5.342 5.342 5.027
R1 5.154 5.154 4.997 5.084
PP 5.013 5.013 5.013 4.977
S1 4.825 4.825 4.937 4.755
S2 4.684 4.684 4.907
S3 4.355 4.496 4.877
S4 4.026 4.167 4.786
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.200 4.871 0.329 6.6% 0.127 2.6% 29% False True 4,108
10 5.440 4.871 0.569 11.5% 0.138 2.8% 17% False True 4,116
20 6.200 4.871 1.329 26.8% 0.154 3.1% 7% False True 3,633
40 6.200 4.871 1.329 26.8% 0.154 3.1% 7% False True 2,846
60 6.200 4.869 1.331 26.8% 0.152 3.1% 7% False False 2,273
80 6.200 4.869 1.331 26.8% 0.139 2.8% 7% False False 1,837
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.026
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.585
2.618 5.363
1.618 5.227
1.000 5.143
0.618 5.091
HIGH 5.007
0.618 4.955
0.500 4.939
0.382 4.923
LOW 4.871
0.618 4.787
1.000 4.735
1.618 4.651
2.618 4.515
4.250 4.293
Fisher Pivots for day following 13-Nov-2009
Pivot 1 day 3 day
R1 4.958 4.989
PP 4.948 4.981
S1 4.939 4.974

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

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