NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 24-Nov-2009
Day Change Summary
Previous Current
23-Nov-2009 24-Nov-2009 Change Change % Previous Week
Open 5.064 5.025 -0.039 -0.8% 5.012
High 5.129 5.091 -0.038 -0.7% 5.215
Low 4.980 4.924 -0.056 -1.1% 4.805
Close 5.035 4.983 -0.052 -1.0% 4.993
Range 0.149 0.167 0.018 12.1% 0.410
ATR 0.173 0.173 0.000 -0.3% 0.000
Volume 2,559 2,441 -118 -4.6% 16,358
Daily Pivots for day following 24-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.500 5.409 5.075
R3 5.333 5.242 5.029
R2 5.166 5.166 5.014
R1 5.075 5.075 4.998 5.037
PP 4.999 4.999 4.999 4.981
S1 4.908 4.908 4.968 4.870
S2 4.832 4.832 4.952
S3 4.665 4.741 4.937
S4 4.498 4.574 4.891
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.234 6.024 5.219
R3 5.824 5.614 5.106
R2 5.414 5.414 5.068
R1 5.204 5.204 5.031 5.104
PP 5.004 5.004 5.004 4.955
S1 4.794 4.794 4.955 4.694
S2 4.594 4.594 4.918
S3 4.184 4.384 4.880
S4 3.774 3.974 4.768
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.129 4.805 0.324 6.5% 0.174 3.5% 55% False False 3,001
10 5.215 4.805 0.410 8.2% 0.157 3.1% 43% False False 3,224
20 5.702 4.805 0.897 18.0% 0.162 3.2% 20% False False 3,732
40 6.200 4.805 1.395 28.0% 0.161 3.2% 13% False False 3,075
60 6.200 4.805 1.395 28.0% 0.164 3.3% 13% False False 2,536
80 6.200 4.805 1.395 28.0% 0.144 2.9% 13% False False 2,063
100 6.200 4.805 1.395 28.0% 0.138 2.8% 13% False False 1,784
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.053
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.801
2.618 5.528
1.618 5.361
1.000 5.258
0.618 5.194
HIGH 5.091
0.618 5.027
0.500 5.008
0.382 4.988
LOW 4.924
0.618 4.821
1.000 4.757
1.618 4.654
2.618 4.487
4.250 4.214
Fisher Pivots for day following 24-Nov-2009
Pivot 1 day 3 day
R1 5.008 4.978
PP 4.999 4.974
S1 4.991 4.969

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

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