NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 02-Nov-2009
Day Change Summary
Previous Current
30-Oct-2009 02-Nov-2009 Change Change % Previous Week
Open 5.545 5.440 -0.105 -1.9% 5.770
High 5.676 5.440 -0.236 -4.2% 5.785
Low 5.402 5.265 -0.137 -2.5% 5.402
Close 5.482 5.263 -0.219 -4.0% 5.482
Range 0.274 0.175 -0.099 -36.1% 0.383
ATR 0.182 0.185 0.002 1.4% 0.000
Volume 4,532 3,560 -972 -21.4% 18,147
Daily Pivots for day following 02-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.848 5.730 5.359
R3 5.673 5.555 5.311
R2 5.498 5.498 5.295
R1 5.380 5.380 5.279 5.352
PP 5.323 5.323 5.323 5.308
S1 5.205 5.205 5.247 5.177
S2 5.148 5.148 5.231
S3 4.973 5.030 5.215
S4 4.798 4.855 5.167
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 5.702 5.265 0.437 8.3% 0.179 3.4% 0% False True 3,642
10 6.200 5.265 0.935 17.8% 0.171 3.3% 0% False True 3,352
20 6.200 5.265 0.935 17.8% 0.167 3.2% 0% False True 2,689
40 6.200 4.984 1.216 23.1% 0.173 3.3% 23% False False 2,212
60 6.200 4.869 1.331 25.3% 0.143 2.7% 30% False False 1,719
80 6.200 4.869 1.331 25.3% 0.139 2.6% 30% False False 1,433
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 False
Bear Hook False
Bull Hook False
Stretch 0.034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.184
2.618 5.898
1.618 5.723
1.000 5.615
0.618 5.548
HIGH 5.440
0.618 5.373
0.500 5.353
0.382 5.332
LOW 5.265
0.618 5.157
1.000 5.090
1.618 4.982
2.618 4.807
4.250 4.521
Fisher Pivots for day following 02-Nov-2009
Pivot 1 day 3 day
R1 5.353 5.471
PP 5.323 5.401
S1 5.293 5.332

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

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