NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 05-Nov-2009
Day Change Summary
Previous Current
04-Nov-2009 05-Nov-2009 Change Change % Previous Week
Open 5.348 5.151 -0.197 -3.7% 5.770
High 5.370 5.313 -0.057 -1.1% 5.785
Low 5.183 5.151 -0.032 -0.6% 5.402
Close 5.189 5.246 0.057 1.1% 5.482
Range 0.187 0.162 -0.025 -13.4% 0.383
ATR 0.181 0.180 -0.001 -0.8% 0.000
Volume 3,489 4,346 857 24.6% 18,147
Daily Pivots for day following 05-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.723 5.646 5.335
R3 5.561 5.484 5.291
R2 5.399 5.399 5.276
R1 5.322 5.322 5.261 5.361
PP 5.237 5.237 5.237 5.256
S1 5.160 5.160 5.231 5.199
S2 5.075 5.075 5.216
S3 4.913 4.998 5.201
S4 4.751 4.836 5.157
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 5.151 0.525 10.0% 0.185 3.5% 18% False True 4,554
10 6.003 5.151 0.852 16.2% 0.177 3.4% 11% False True 3,987
20 6.200 5.151 1.049 20.0% 0.168 3.2% 9% False True 3,011
40 6.200 5.151 1.049 20.0% 0.170 3.2% 9% False True 2,515
60 6.200 4.869 1.331 25.4% 0.146 2.8% 28% False False 1,941
80 6.200 4.869 1.331 25.4% 0.140 2.7% 28% False False 1,583
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 0.030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.002
2.618 5.737
1.618 5.575
1.000 5.475
0.618 5.413
HIGH 5.313
0.618 5.251
0.500 5.232
0.382 5.213
LOW 5.151
0.618 5.051
1.000 4.989
1.618 4.889
2.618 4.727
4.250 4.463
Fisher Pivots for day following 05-Nov-2009
Pivot 1 day 3 day
R1 5.241 5.261
PP 5.237 5.256
S1 5.232 5.251

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

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