NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 02-Dec-2009
Day Change Summary
Previous Current
01-Dec-2009 02-Dec-2009 Change Change % Previous Week
Open 5.036 4.783 -0.253 -5.0% 5.064
High 5.103 5.028 -0.075 -1.5% 5.406
Low 4.928 4.765 -0.163 -3.3% 4.924
Close 4.998 4.783 -0.215 -4.3% 5.356
Range 0.175 0.263 0.088 50.3% 0.482
ATR 0.205 0.209 0.004 2.0% 0.000
Volume 4,404 5,562 1,158 26.3% 14,163
Daily Pivots for day following 02-Dec-2009
Classic Woodie Camarilla DeMark
R4 5.648 5.478 4.928
R3 5.385 5.215 4.855
R2 5.122 5.122 4.831
R1 4.952 4.952 4.807 4.915
PP 4.859 4.859 4.859 4.840
S1 4.689 4.689 4.759 4.652
S2 4.596 4.596 4.735
S3 4.333 4.426 4.711
S4 4.070 4.163 4.638
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 4.765 0.641 13.4% 0.289 6.0% 3% False True 4,443
10 5.406 4.765 0.641 13.4% 0.232 4.8% 3% False True 3,722
20 5.406 4.765 0.641 13.4% 0.188 3.9% 3% False True 3,716
40 6.200 4.765 1.435 30.0% 0.175 3.7% 1% False True 3,305
60 6.200 4.765 1.435 30.0% 0.178 3.7% 1% False True 2,819
80 6.200 4.765 1.435 30.0% 0.155 3.2% 1% False True 2,302
100 6.200 4.765 1.435 30.0% 0.149 3.1% 1% False True 1,945
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 0.047
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.146
2.618 5.717
1.618 5.454
1.000 5.291
0.618 5.191
HIGH 5.028
0.618 4.928
0.500 4.897
0.382 4.865
LOW 4.765
0.618 4.602
1.000 4.502
1.618 4.339
2.618 4.076
4.250 3.647
Fisher Pivots for day following 02-Dec-2009
Pivot 1 day 3 day
R1 4.897 5.056
PP 4.859 4.965
S1 4.821 4.874

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

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