NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 18-Nov-2009
Day Change Summary
Previous Current
17-Nov-2009 18-Nov-2009 Change Change % Previous Week
Open 5.128 4.890 -0.238 -4.6% 5.117
High 5.215 5.060 -0.155 -3.0% 5.200
Low 5.059 4.864 -0.195 -3.9% 4.871
Close 5.079 4.890 -0.189 -3.7% 4.967
Range 0.156 0.196 0.040 25.6% 0.329
ATR 0.172 0.175 0.003 1.8% 0.000
Volume 2,865 2,831 -34 -1.2% 20,541
Daily Pivots for day following 18-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.526 5.404 4.998
R3 5.330 5.208 4.944
R2 5.134 5.134 4.926
R1 5.012 5.012 4.908 4.988
PP 4.938 4.938 4.938 4.926
S1 4.816 4.816 4.872 4.792
S2 4.742 4.742 4.854
S3 4.546 4.620 4.836
S4 4.350 4.424 4.782
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 5.215 4.864 0.351 7.2% 0.159 3.2% 7% False True 3,350
10 5.313 4.864 0.449 9.2% 0.145 3.0% 6% False True 3,645
20 6.120 4.864 1.256 25.7% 0.163 3.3% 2% False True 3,742
40 6.200 4.864 1.336 27.3% 0.160 3.3% 2% False True 2,986
60 6.200 4.864 1.336 27.3% 0.158 3.2% 2% False True 2,404
80 6.200 4.864 1.336 27.3% 0.143 2.9% 2% False True 1,926
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.036
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.893
2.618 5.573
1.618 5.377
1.000 5.256
0.618 5.181
HIGH 5.060
0.618 4.985
0.500 4.962
0.382 4.939
LOW 4.864
0.618 4.743
1.000 4.668
1.618 4.547
2.618 4.351
4.250 4.031
Fisher Pivots for day following 18-Nov-2009
Pivot 1 day 3 day
R1 4.962 5.040
PP 4.938 4.990
S1 4.914 4.940

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

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