NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 01-Dec-2009
Day Change Summary
Previous Current
30-Nov-2009 01-Dec-2009 Change Change % Previous Week
Open 5.305 5.036 -0.269 -5.1% 5.064
High 5.347 5.103 -0.244 -4.6% 5.406
Low 5.078 4.928 -0.150 -3.0% 4.924
Close 5.094 4.998 -0.096 -1.9% 5.356
Range 0.269 0.175 -0.094 -34.9% 0.482
ATR 0.207 0.205 -0.002 -1.1% 0.000
Volume 3,088 4,404 1,316 42.6% 14,163
Daily Pivots for day following 01-Dec-2009
Classic Woodie Camarilla DeMark
R4 5.535 5.441 5.094
R3 5.360 5.266 5.046
R2 5.185 5.185 5.030
R1 5.091 5.091 5.014 5.051
PP 5.010 5.010 5.010 4.989
S1 4.916 4.916 4.982 4.876
S2 4.835 4.835 4.966
S3 4.660 4.741 4.950
S4 4.485 4.566 4.902
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 9.6% 0.270 5.4% 15% False False 3,819
10 5.406 4.805 0.601 12.0% 0.221 4.4% 32% False False 3,452
20 5.406 4.805 0.601 12.0% 0.181 3.6% 32% False False 3,780
40 6.200 4.805 1.395 27.9% 0.174 3.5% 14% False False 3,235
60 6.200 4.805 1.395 27.9% 0.175 3.5% 14% False False 2,735
80 6.200 4.805 1.395 27.9% 0.152 3.0% 14% False False 2,234
100 6.200 4.805 1.395 27.9% 0.147 2.9% 14% False False 1,903
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.052
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.847
2.618 5.561
1.618 5.386
1.000 5.278
0.618 5.211
HIGH 5.103
0.618 5.036
0.500 5.016
0.382 4.995
LOW 4.928
0.618 4.820
1.000 4.753
1.618 4.645
2.618 4.470
4.250 4.184
Fisher Pivots for day following 01-Dec-2009
Pivot 1 day 3 day
R1 5.016 5.167
PP 5.010 5.111
S1 5.004 5.054

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

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