NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 17-Nov-2009
Day Change Summary
Previous Current
16-Nov-2009 17-Nov-2009 Change Change % Previous Week
Open 5.012 5.128 0.116 2.3% 5.117
High 5.159 5.215 0.056 1.1% 5.200
Low 4.945 5.059 0.114 2.3% 4.871
Close 5.140 5.079 -0.061 -1.2% 4.967
Range 0.214 0.156 -0.058 -27.1% 0.329
ATR 0.173 0.172 -0.001 -0.7% 0.000
Volume 3,488 2,865 -623 -17.9% 20,541
Daily Pivots for day following 17-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.586 5.488 5.165
R3 5.430 5.332 5.122
R2 5.274 5.274 5.108
R1 5.176 5.176 5.093 5.147
PP 5.118 5.118 5.118 5.103
S1 5.020 5.020 5.065 4.991
S2 4.962 4.962 5.050
S3 4.806 4.864 5.036
S4 4.650 4.708 4.993
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 4.871 0.344 6.8% 0.139 2.7% 60% True False 3,448
10 5.370 4.871 0.499 9.8% 0.145 2.8% 42% False False 3,711
20 6.200 4.871 1.329 26.2% 0.160 3.1% 16% False False 3,764
40 6.200 4.871 1.329 26.2% 0.157 3.1% 16% False False 2,934
60 6.200 4.869 1.331 26.2% 0.155 3.1% 16% False False 2,362
80 6.200 4.869 1.331 26.2% 0.141 2.8% 16% False False 1,902
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.036
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.878
2.618 5.623
1.618 5.467
1.000 5.371
0.618 5.311
HIGH 5.215
0.618 5.155
0.500 5.137
0.382 5.119
LOW 5.059
0.618 4.963
1.000 4.903
1.618 4.807
2.618 4.651
4.250 4.396
Fisher Pivots for day following 17-Nov-2009
Pivot 1 day 3 day
R1 5.137 5.067
PP 5.118 5.055
S1 5.098 5.043

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

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