NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 30-Oct-2009
Day Change Summary
Previous Current
29-Oct-2009 30-Oct-2009 Change Change % Previous Week
Open 5.460 5.545 0.085 1.6% 5.770
High 5.560 5.676 0.116 2.1% 5.785
Low 5.432 5.402 -0.030 -0.6% 5.402
Close 5.520 5.482 -0.038 -0.7% 5.482
Range 0.128 0.274 0.146 114.1% 0.383
ATR 0.175 0.182 0.007 4.0% 0.000
Volume 4,773 4,532 -241 -5.0% 18,147
Daily Pivots for day following 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.342 6.186 5.633
R3 6.068 5.912 5.557
R2 5.794 5.794 5.532
R1 5.638 5.638 5.507 5.579
PP 5.520 5.520 5.520 5.491
S1 5.364 5.364 5.457 5.305
S2 5.246 5.246 5.432
S3 4.972 5.090 5.407
S4 4.698 4.816 5.331
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.705 6.477 5.693
R3 6.322 6.094 5.587
R2 5.939 5.939 5.552
R1 5.711 5.711 5.517 5.634
PP 5.556 5.556 5.556 5.518
S1 5.328 5.328 5.447 5.251
S2 5.173 5.173 5.412
S3 4.790 4.945 5.377
S4 4.407 4.562 5.271
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.785 5.402 0.383 7.0% 0.183 3.3% 21% False True 3,629
10 6.200 5.402 0.798 14.6% 0.169 3.1% 10% False True 3,150
20 6.200 5.402 0.798 14.6% 0.167 3.0% 10% False True 2,608
40 6.200 4.869 1.331 24.3% 0.170 3.1% 46% False False 2,142
60 6.200 4.869 1.331 24.3% 0.142 2.6% 46% False False 1,672
80 6.200 4.869 1.331 24.3% 0.137 2.5% 46% False False 1,422
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 0.034
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 6.841
2.618 6.393
1.618 6.119
1.000 5.950
0.618 5.845
HIGH 5.676
0.618 5.571
0.500 5.539
0.382 5.507
LOW 5.402
0.618 5.233
1.000 5.128
1.618 4.959
2.618 4.685
4.250 4.238
Fisher Pivots for day following 30-Oct-2009
Pivot 1 day 3 day
R1 5.539 5.552
PP 5.520 5.529
S1 5.501 5.505

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

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