NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 27-Nov-2009
Day Change Summary
Previous Current
25-Nov-2009 27-Nov-2009 Change Change % Previous Week
Open 5.003 5.356 0.353 7.1% 5.064
High 5.340 5.406 0.066 1.2% 5.406
Low 5.003 5.004 0.001 0.0% 4.924
Close 5.337 5.356 0.019 0.4% 5.356
Range 0.337 0.402 0.065 19.3% 0.482
ATR 0.186 0.202 0.015 8.3% 0.000
Volume 4,769 4,394 -375 -7.9% 14,163
Daily Pivots for day following 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.461 6.311 5.577
R3 6.059 5.909 5.467
R2 5.657 5.657 5.430
R1 5.507 5.507 5.393 5.557
PP 5.255 5.255 5.255 5.281
S1 5.105 5.105 5.319 5.155
S2 4.853 4.853 5.282
S3 4.451 4.703 5.245
S4 4.049 4.301 5.135
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.675 6.497 5.621
R3 6.193 6.015 5.489
R2 5.711 5.711 5.444
R1 5.533 5.533 5.400 5.622
PP 5.229 5.229 5.229 5.273
S1 5.051 5.051 5.312 5.140
S2 4.747 4.747 5.268
S3 4.265 4.569 5.223
S4 3.783 4.087 5.091
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.406 4.809 0.597 11.1% 0.249 4.6% 92% True False 3,357
10 5.406 4.805 0.601 11.2% 0.212 3.9% 92% True False 3,504
20 5.676 4.805 0.871 16.3% 0.182 3.4% 63% False False 3,810
40 6.200 4.805 1.395 26.0% 0.173 3.2% 39% False False 3,141
60 6.200 4.805 1.395 26.0% 0.172 3.2% 39% False False 2,634
80 6.200 4.805 1.395 26.0% 0.151 2.8% 39% False False 2,159
100 6.200 4.805 1.395 26.0% 0.144 2.7% 39% False False 1,858
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.054
Widest range in 106 trading days
Fibonacci Retracements and Extensions
4.250 7.115
2.618 6.458
1.618 6.056
1.000 5.808
0.618 5.654
HIGH 5.406
0.618 5.252
0.500 5.205
0.382 5.158
LOW 5.004
0.618 4.756
1.000 4.602
1.618 4.354
2.618 3.952
4.250 3.296
Fisher Pivots for day following 27-Nov-2009
Pivot 1 day 3 day
R1 5.306 5.292
PP 5.255 5.229
S1 5.205 5.165

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

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