NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 31-Jul-2009
Day Change Summary
Previous Current
30-Jul-2009 31-Jul-2009 Change Change % Previous Week
Open 5.452 5.556 0.104 1.9% 5.560
High 5.649 5.631 -0.018 -0.3% 5.649
Low 5.450 5.556 0.106 1.9% 5.383
Close 5.645 5.624 -0.021 -0.4% 5.624
Range 0.199 0.075 -0.124 -62.3% 0.266
ATR 0.131 0.128 -0.003 -2.3% 0.000
Volume 255 365 110 43.1% 2,279
Daily Pivots for day following 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.829 5.801 5.665
R3 5.754 5.726 5.645
R2 5.679 5.679 5.638
R1 5.651 5.651 5.631 5.665
PP 5.604 5.604 5.604 5.611
S1 5.576 5.576 5.617 5.590
S2 5.529 5.529 5.610
S3 5.454 5.501 5.603
S4 5.379 5.426 5.583
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.350 6.253 5.770
R3 6.084 5.987 5.697
R2 5.818 5.818 5.673
R1 5.721 5.721 5.648 5.770
PP 5.552 5.552 5.552 5.576
S1 5.455 5.455 5.600 5.504
S2 5.286 5.286 5.575
S3 5.020 5.189 5.551
S4 4.754 4.923 5.478
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.649 5.383 0.266 4.7% 0.116 2.1% 91% False False 455
10 5.666 5.383 0.283 5.0% 0.122 2.2% 85% False False 489
20 5.666 5.240 0.426 7.6% 0.113 2.0% 90% False False 672
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.950
2.618 5.827
1.618 5.752
1.000 5.706
0.618 5.677
HIGH 5.631
0.618 5.602
0.500 5.594
0.382 5.585
LOW 5.556
0.618 5.510
1.000 5.481
1.618 5.435
2.618 5.360
4.250 5.237
Fisher Pivots for day following 31-Jul-2009
Pivot 1 day 3 day
R1 5.614 5.588
PP 5.604 5.552
S1 5.594 5.516

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

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