NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 04-Nov-2009
Day Change Summary
Previous Current
03-Nov-2009 04-Nov-2009 Change Change % Previous Week
Open 5.250 5.348 0.098 1.9% 5.770
High 5.344 5.370 0.026 0.5% 5.785
Low 5.215 5.183 -0.032 -0.6% 5.402
Close 5.333 5.189 -0.144 -2.7% 5.482
Range 0.129 0.187 0.058 45.0% 0.383
ATR 0.181 0.181 0.000 0.3% 0.000
Volume 6,844 3,489 -3,355 -49.0% 18,147
Daily Pivots for day following 04-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.808 5.686 5.292
R3 5.621 5.499 5.240
R2 5.434 5.434 5.223
R1 5.312 5.312 5.206 5.280
PP 5.247 5.247 5.247 5.231
S1 5.125 5.125 5.172 5.093
S2 5.060 5.060 5.155
S3 4.873 4.938 5.138
S4 4.686 4.751 5.086
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 5.676 5.183 0.493 9.5% 0.179 3.4% 1% False True 4,639
10 6.120 5.183 0.937 18.1% 0.181 3.5% 1% False True 3,839
20 6.200 5.183 1.017 19.6% 0.167 3.2% 1% False True 2,931
40 6.200 5.005 1.195 23.0% 0.175 3.4% 15% False False 2,434
60 6.200 4.869 1.331 25.7% 0.145 2.8% 24% False False 1,884
80 6.200 4.869 1.331 25.7% 0.141 2.7% 24% False False 1,538
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.037
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.165
2.618 5.860
1.618 5.673
1.000 5.557
0.618 5.486
HIGH 5.370
0.618 5.299
0.500 5.277
0.382 5.254
LOW 5.183
0.618 5.067
1.000 4.996
1.618 4.880
2.618 4.693
4.250 4.388
Fisher Pivots for day following 04-Nov-2009
Pivot 1 day 3 day
R1 5.277 5.312
PP 5.247 5.271
S1 5.218 5.230

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

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