NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 17-Aug-2009
Day Change Summary
Previous Current
14-Aug-2009 17-Aug-2009 Change Change % Previous Week
Open 5.630 5.550 -0.080 -1.4% 5.670
High 5.636 5.554 -0.082 -1.5% 5.720
Low 5.572 5.495 -0.077 -1.4% 5.572
Close 5.591 5.510 -0.081 -1.4% 5.591
Range 0.064 0.059 -0.005 -7.8% 0.148
ATR 0.121 0.119 -0.002 -1.5% 0.000
Volume 662 573 -89 -13.4% 2,559
Daily Pivots for day following 17-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.697 5.662 5.542
R3 5.638 5.603 5.526
R2 5.579 5.579 5.521
R1 5.544 5.544 5.515 5.532
PP 5.520 5.520 5.520 5.514
S1 5.485 5.485 5.505 5.473
S2 5.461 5.461 5.499
S3 5.402 5.426 5.494
S4 5.343 5.367 5.478
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 6.072 5.979 5.672
R3 5.924 5.831 5.632
R2 5.776 5.776 5.618
R1 5.683 5.683 5.605 5.656
PP 5.628 5.628 5.628 5.614
S1 5.535 5.535 5.577 5.508
S2 5.480 5.480 5.564
S3 5.332 5.387 5.550
S4 5.184 5.239 5.510
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.710 5.495 0.215 3.9% 0.077 1.4% 7% False True 596
10 5.941 5.495 0.446 8.1% 0.098 1.8% 3% False True 609
20 5.941 5.383 0.558 10.1% 0.111 2.0% 23% False False 519
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.015
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 5.805
2.618 5.708
1.618 5.649
1.000 5.613
0.618 5.590
HIGH 5.554
0.618 5.531
0.500 5.525
0.382 5.518
LOW 5.495
0.618 5.459
1.000 5.436
1.618 5.400
2.618 5.341
4.250 5.244
Fisher Pivots for day following 17-Aug-2009
Pivot 1 day 3 day
R1 5.525 5.586
PP 5.520 5.560
S1 5.515 5.535

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

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