NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 28-Oct-2009
Day Change Summary
Previous Current
27-Oct-2009 28-Oct-2009 Change Change % Previous Week
Open 5.581 5.639 0.058 1.0% 5.930
High 5.683 5.702 0.019 0.3% 6.200
Low 5.581 5.485 -0.096 -1.7% 5.797
Close 5.666 5.494 -0.172 -3.0% 5.814
Range 0.102 0.217 0.115 112.7% 0.403
ATR 0.176 0.179 0.003 1.7% 0.000
Volume 2,522 2,827 305 12.1% 13,356
Daily Pivots for day following 28-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.211 6.070 5.613
R3 5.994 5.853 5.554
R2 5.777 5.777 5.534
R1 5.636 5.636 5.514 5.598
PP 5.560 5.560 5.560 5.542
S1 5.419 5.419 5.474 5.381
S2 5.343 5.343 5.454
S3 5.126 5.202 5.434
S4 4.909 4.985 5.375
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 6.120 5.485 0.635 11.6% 0.183 3.3% 1% False True 3,040
10 6.200 5.485 0.715 13.0% 0.169 3.1% 1% False True 2,686
20 6.200 5.485 0.715 13.0% 0.167 3.0% 1% False True 2,402
40 6.200 4.869 1.331 24.2% 0.167 3.0% 47% False False 1,953
60 6.200 4.869 1.331 24.2% 0.140 2.5% 47% False False 1,542
80 6.200 4.869 1.331 24.2% 0.134 2.4% 47% False False 1,326
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 6.624
2.618 6.270
1.618 6.053
1.000 5.919
0.618 5.836
HIGH 5.702
0.618 5.619
0.500 5.594
0.382 5.568
LOW 5.485
0.618 5.351
1.000 5.268
1.618 5.134
2.618 4.917
4.250 4.563
Fisher Pivots for day following 28-Oct-2009
Pivot 1 day 3 day
R1 5.594 5.635
PP 5.560 5.588
S1 5.527 5.541

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

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