NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 30-Nov-2009
Day Change Summary
Previous Current
27-Nov-2009 30-Nov-2009 Change Change % Previous Week
Open 5.356 5.305 -0.051 -1.0% 5.064
High 5.406 5.347 -0.059 -1.1% 5.406
Low 5.004 5.078 0.074 1.5% 4.924
Close 5.356 5.094 -0.262 -4.9% 5.356
Range 0.402 0.269 -0.133 -33.1% 0.482
ATR 0.202 0.207 0.005 2.7% 0.000
Volume 4,394 3,088 -1,306 -29.7% 14,163
Daily Pivots for day following 30-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.980 5.806 5.242
R3 5.711 5.537 5.168
R2 5.442 5.442 5.143
R1 5.268 5.268 5.119 5.221
PP 5.173 5.173 5.173 5.149
S1 4.999 4.999 5.069 4.952
S2 4.904 4.904 5.045
S3 4.635 4.730 5.020
S4 4.366 4.461 4.946
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.675 6.497 5.621
R3 6.193 6.015 5.489
R2 5.711 5.711 5.444
R1 5.533 5.533 5.400 5.622
PP 5.229 5.229 5.229 5.273
S1 5.051 5.051 5.312 5.140
S2 4.747 4.747 5.268
S3 4.265 4.569 5.223
S4 3.783 4.087 5.091
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.406 4.924 0.482 9.5% 0.265 5.2% 35% False False 3,450
10 5.406 4.805 0.601 11.8% 0.225 4.4% 48% False False 3,360
20 5.440 4.805 0.635 12.5% 0.181 3.6% 46% False False 3,738
40 6.200 4.805 1.395 27.4% 0.174 3.4% 21% False False 3,173
60 6.200 4.805 1.395 27.4% 0.174 3.4% 21% False False 2,674
80 6.200 4.805 1.395 27.4% 0.152 3.0% 21% False False 2,189
100 6.200 4.805 1.395 27.4% 0.146 2.9% 21% False False 1,885
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.052
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.490
2.618 6.051
1.618 5.782
1.000 5.616
0.618 5.513
HIGH 5.347
0.618 5.244
0.500 5.213
0.382 5.181
LOW 5.078
0.618 4.912
1.000 4.809
1.618 4.643
2.618 4.374
4.250 3.935
Fisher Pivots for day following 30-Nov-2009
Pivot 1 day 3 day
R1 5.213 5.205
PP 5.173 5.168
S1 5.134 5.131

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

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