NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 12-Nov-2009
Day Change Summary
Previous Current
11-Nov-2009 12-Nov-2009 Change Change % Previous Week
Open 5.035 4.946 -0.089 -1.8% 5.440
High 5.106 5.023 -0.083 -1.6% 5.440
Low 5.008 4.932 -0.076 -1.5% 5.071
Close 5.068 4.946 -0.122 -2.4% 5.106
Range 0.098 0.091 -0.007 -7.1% 0.369
ATR 0.175 0.172 -0.003 -1.6% 0.000
Volume 3,323 3,044 -279 -8.4% 20,624
Daily Pivots for day following 12-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.240 5.184 4.996
R3 5.149 5.093 4.971
R2 5.058 5.058 4.963
R1 5.002 5.002 4.954 4.992
PP 4.967 4.967 4.967 4.962
S1 4.911 4.911 4.938 4.901
S2 4.876 4.876 4.929
S3 4.785 4.820 4.921
S4 4.694 4.729 4.896
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 5.200 4.932 0.268 5.4% 0.118 2.4% 5% False True 3,680
10 5.676 4.932 0.744 15.0% 0.152 3.1% 2% False True 4,117
20 6.200 4.932 1.268 25.6% 0.159 3.2% 1% False True 3,520
40 6.200 4.932 1.268 25.6% 0.155 3.1% 1% False True 2,802
60 6.200 4.869 1.331 26.9% 0.151 3.1% 6% False False 2,201
80 6.200 4.869 1.331 26.9% 0.140 2.8% 6% False False 1,788
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.033
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 5.410
2.618 5.261
1.618 5.170
1.000 5.114
0.618 5.079
HIGH 5.023
0.618 4.988
0.500 4.978
0.382 4.967
LOW 4.932
0.618 4.876
1.000 4.841
1.618 4.785
2.618 4.694
4.250 4.545
Fisher Pivots for day following 12-Nov-2009
Pivot 1 day 3 day
R1 4.978 5.026
PP 4.967 4.999
S1 4.957 4.973

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

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