NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 16-Nov-2009
Day Change Summary
Previous Current
13-Nov-2009 16-Nov-2009 Change Change % Previous Week
Open 4.928 5.012 0.084 1.7% 5.117
High 5.007 5.159 0.152 3.0% 5.200
Low 4.871 4.945 0.074 1.5% 4.871
Close 4.967 5.140 0.173 3.5% 4.967
Range 0.136 0.214 0.078 57.4% 0.329
ATR 0.170 0.173 0.003 1.9% 0.000
Volume 4,522 3,488 -1,034 -22.9% 20,541
Daily Pivots for day following 16-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.723 5.646 5.258
R3 5.509 5.432 5.199
R2 5.295 5.295 5.179
R1 5.218 5.218 5.160 5.257
PP 5.081 5.081 5.081 5.101
S1 5.004 5.004 5.120 5.043
S2 4.867 4.867 5.101
S3 4.653 4.790 5.081
S4 4.439 4.576 5.022
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.000 5.812 5.148
R3 5.671 5.483 5.057
R2 5.342 5.342 5.027
R1 5.154 5.154 4.997 5.084
PP 5.013 5.013 5.013 4.977
S1 4.825 4.825 4.937 4.755
S2 4.684 4.684 4.907
S3 4.355 4.496 4.877
S4 4.026 4.167 4.786
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.159 4.871 0.288 5.6% 0.132 2.6% 93% True False 3,986
10 5.370 4.871 0.499 9.7% 0.142 2.8% 54% False False 4,109
20 6.200 4.871 1.329 25.9% 0.157 3.0% 20% False False 3,730
40 6.200 4.871 1.329 25.9% 0.157 3.1% 20% False False 2,881
60 6.200 4.869 1.331 25.9% 0.155 3.0% 20% False False 2,325
80 6.200 4.869 1.331 25.9% 0.140 2.7% 20% False False 1,871
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.033
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 6.069
2.618 5.719
1.618 5.505
1.000 5.373
0.618 5.291
HIGH 5.159
0.618 5.077
0.500 5.052
0.382 5.027
LOW 4.945
0.618 4.813
1.000 4.731
1.618 4.599
2.618 4.385
4.250 4.036
Fisher Pivots for day following 16-Nov-2009
Pivot 1 day 3 day
R1 5.111 5.098
PP 5.081 5.057
S1 5.052 5.015

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

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