NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 03-Nov-2009
Day Change Summary
Previous Current
02-Nov-2009 03-Nov-2009 Change Change % Previous Week
Open 5.440 5.250 -0.190 -3.5% 5.770
High 5.440 5.344 -0.096 -1.8% 5.785
Low 5.265 5.215 -0.050 -0.9% 5.402
Close 5.263 5.333 0.070 1.3% 5.482
Range 0.175 0.129 -0.046 -26.3% 0.383
ATR 0.185 0.181 -0.004 -2.1% 0.000
Volume 3,560 6,844 3,284 92.2% 18,147
Daily Pivots for day following 03-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.684 5.638 5.404
R3 5.555 5.509 5.368
R2 5.426 5.426 5.357
R1 5.380 5.380 5.345 5.403
PP 5.297 5.297 5.297 5.309
S1 5.251 5.251 5.321 5.274
S2 5.168 5.168 5.309
S3 5.039 5.122 5.298
S4 4.910 4.993 5.262
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 5.215 0.487 9.1% 0.185 3.5% 24% False True 4,507
10 6.200 5.215 0.985 18.5% 0.175 3.3% 12% False True 3,818
20 6.200 5.215 0.985 18.5% 0.162 3.0% 12% False True 2,894
40 6.200 5.005 1.195 22.4% 0.173 3.2% 27% False False 2,370
60 6.200 4.869 1.331 25.0% 0.144 2.7% 35% False False 1,830
80 6.200 4.869 1.331 25.0% 0.139 2.6% 35% False False 1,502
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 True
Bull Hook False
Stretch 0.037
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.892
2.618 5.682
1.618 5.553
1.000 5.473
0.618 5.424
HIGH 5.344
0.618 5.295
0.500 5.280
0.382 5.264
LOW 5.215
0.618 5.135
1.000 5.086
1.618 5.006
2.618 4.877
4.250 4.667
Fisher Pivots for day following 03-Nov-2009
Pivot 1 day 3 day
R1 5.315 5.446
PP 5.297 5.408
S1 5.280 5.371

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

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