NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 27-Oct-2009
Day Change Summary
Previous Current
26-Oct-2009 27-Oct-2009 Change Change % Previous Week
Open 5.770 5.581 -0.189 -3.3% 5.930
High 5.785 5.683 -0.102 -1.8% 6.200
Low 5.591 5.581 -0.010 -0.2% 5.797
Close 5.606 5.666 0.060 1.1% 5.814
Range 0.194 0.102 -0.092 -47.4% 0.403
ATR 0.181 0.176 -0.006 -3.1% 0.000
Volume 3,493 2,522 -971 -27.8% 13,356
Daily Pivots for day following 27-Oct-2009
Classic Woodie Camarilla DeMark
R4 5.949 5.910 5.722
R3 5.847 5.808 5.694
R2 5.745 5.745 5.685
R1 5.706 5.706 5.675 5.726
PP 5.643 5.643 5.643 5.653
S1 5.604 5.604 5.657 5.624
S2 5.541 5.541 5.647
S3 5.439 5.502 5.638
S4 5.337 5.400 5.610
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 7.146 6.883 6.036
R3 6.743 6.480 5.925
R2 6.340 6.340 5.888
R1 6.077 6.077 5.851 6.007
PP 5.937 5.937 5.937 5.902
S1 5.674 5.674 5.777 5.604
S2 5.534 5.534 5.740
S3 5.131 5.271 5.703
S4 4.728 4.868 5.592
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.200 5.581 0.619 10.9% 0.166 2.9% 14% False True 3,129
10 6.200 5.581 0.619 10.9% 0.168 3.0% 14% False True 2,574
20 6.200 5.581 0.619 10.9% 0.161 2.8% 14% False True 2,417
40 6.200 4.869 1.331 23.5% 0.164 2.9% 60% False False 1,937
60 6.200 4.869 1.331 23.5% 0.138 2.4% 60% False False 1,506
80 6.200 4.869 1.331 23.5% 0.132 2.3% 60% False False 1,297
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.018
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6.117
2.618 5.950
1.618 5.848
1.000 5.785
0.618 5.746
HIGH 5.683
0.618 5.644
0.500 5.632
0.382 5.620
LOW 5.581
0.618 5.518
1.000 5.479
1.618 5.416
2.618 5.314
4.250 5.148
Fisher Pivots for day following 27-Oct-2009
Pivot 1 day 3 day
R1 5.655 5.792
PP 5.643 5.750
S1 5.632 5.708

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

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