NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 06-Nov-2009
Day Change Summary
Previous Current
05-Nov-2009 06-Nov-2009 Change Change % Previous Week
Open 5.151 5.162 0.011 0.2% 5.440
High 5.313 5.163 -0.150 -2.8% 5.440
Low 5.151 5.071 -0.080 -1.6% 5.071
Close 5.246 5.106 -0.140 -2.7% 5.106
Range 0.162 0.092 -0.070 -43.2% 0.369
ATR 0.180 0.179 0.000 -0.2% 0.000
Volume 4,346 2,385 -1,961 -45.1% 20,624
Daily Pivots for day following 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.389 5.340 5.157
R3 5.297 5.248 5.131
R2 5.205 5.205 5.123
R1 5.156 5.156 5.114 5.135
PP 5.113 5.113 5.113 5.103
S1 5.064 5.064 5.098 5.043
S2 5.021 5.021 5.089
S3 4.929 4.972 5.081
S4 4.837 4.880 5.055
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.313 6.078 5.309
R3 5.944 5.709 5.207
R2 5.575 5.575 5.174
R1 5.340 5.340 5.140 5.273
PP 5.206 5.206 5.206 5.172
S1 4.971 4.971 5.072 4.904
S2 4.837 4.837 5.038
S3 4.468 4.602 5.005
S4 4.099 4.233 4.903
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.440 5.071 0.369 7.2% 0.149 2.9% 9% False True 4,124
10 5.785 5.071 0.714 14.0% 0.166 3.3% 5% False True 3,877
20 6.200 5.071 1.129 22.1% 0.166 3.3% 3% False True 3,055
40 6.200 5.071 1.129 22.1% 0.165 3.2% 3% False True 2,550
60 6.200 4.869 1.331 26.1% 0.146 2.9% 18% False False 1,971
80 6.200 4.869 1.331 26.1% 0.139 2.7% 18% False False 1,608
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.030
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 5.554
2.618 5.404
1.618 5.312
1.000 5.255
0.618 5.220
HIGH 5.163
0.618 5.128
0.500 5.117
0.382 5.106
LOW 5.071
0.618 5.014
1.000 4.979
1.618 4.922
2.618 4.830
4.250 4.680
Fisher Pivots for day following 06-Nov-2009
Pivot 1 day 3 day
R1 5.117 5.221
PP 5.113 5.182
S1 5.110 5.144

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

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