NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 20-Jul-2009
Day Change Summary
Previous Current
17-Jul-2009 20-Jul-2009 Change Change % Previous Week
Open 5.442 5.510 0.068 1.2% 5.310
High 5.574 5.559 -0.015 -0.3% 5.574
Low 5.442 5.434 -0.008 -0.1% 5.240
Close 5.503 5.532 0.029 0.5% 5.503
Range 0.132 0.125 -0.007 -5.3% 0.334
ATR 0.000 0.127 0.127 0.000
Volume 336 829 493 146.7% 3,478
Daily Pivots for day following 20-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.883 5.833 5.601
R3 5.758 5.708 5.566
R2 5.633 5.633 5.555
R1 5.583 5.583 5.543 5.608
PP 5.508 5.508 5.508 5.521
S1 5.458 5.458 5.521 5.483
S2 5.383 5.383 5.509
S3 5.258 5.333 5.498
S4 5.133 5.208 5.463
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.441 6.306 5.687
R3 6.107 5.972 5.595
R2 5.773 5.773 5.564
R1 5.638 5.638 5.534 5.706
PP 5.439 5.439 5.439 5.473
S1 5.304 5.304 5.472 5.372
S2 5.105 5.105 5.442
S3 4.771 4.970 5.411
S4 4.437 4.636 5.319
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.574 5.264 0.310 5.6% 0.140 2.5% 86% False False 592
10 5.574 5.240 0.334 6.0% 0.104 1.9% 87% False False 910
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 0.017
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.090
2.618 5.886
1.618 5.761
1.000 5.684
0.618 5.636
HIGH 5.559
0.618 5.511
0.500 5.497
0.382 5.482
LOW 5.434
0.618 5.357
1.000 5.309
1.618 5.232
2.618 5.107
4.250 4.903
Fisher Pivots for day following 20-Jul-2009
Pivot 1 day 3 day
R1 5.520 5.510
PP 5.508 5.488
S1 5.497 5.466

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

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