NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 26-Aug-2009
Day Change Summary
Previous Current
25-Aug-2009 26-Aug-2009 Change Change % Previous Week
Open 5.480 5.443 -0.037 -0.7% 5.550
High 5.500 5.484 -0.016 -0.3% 5.554
Low 5.442 5.440 -0.002 0.0% 5.380
Close 5.471 5.487 0.016 0.3% 5.405
Range 0.058 0.044 -0.014 -24.1% 0.174
ATR 0.104 0.100 -0.004 -4.1% 0.000
Volume 304 501 197 64.8% 2,170
Daily Pivots for day following 26-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.602 5.589 5.511
R3 5.558 5.545 5.499
R2 5.514 5.514 5.495
R1 5.501 5.501 5.491 5.508
PP 5.470 5.470 5.470 5.474
S1 5.457 5.457 5.483 5.464
S2 5.426 5.426 5.479
S3 5.382 5.413 5.475
S4 5.338 5.369 5.463
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.968 5.861 5.501
R3 5.794 5.687 5.453
R2 5.620 5.620 5.437
R1 5.513 5.513 5.421 5.480
PP 5.446 5.446 5.446 5.430
S1 5.339 5.339 5.389 5.306
S2 5.272 5.272 5.373
S3 5.098 5.165 5.357
S4 4.924 4.991 5.309
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.525 5.380 0.145 2.6% 0.073 1.3% 74% False False 411
10 5.676 5.380 0.296 5.4% 0.067 1.2% 36% False False 483
20 5.941 5.380 0.561 10.2% 0.093 1.7% 19% False False 499
40 5.941 5.240 0.701 12.8% 0.101 1.8% 35% False False 576
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.009
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.671
2.618 5.599
1.618 5.555
1.000 5.528
0.618 5.511
HIGH 5.484
0.618 5.467
0.500 5.462
0.382 5.457
LOW 5.440
0.618 5.413
1.000 5.396
1.618 5.369
2.618 5.325
4.250 5.253
Fisher Pivots for day following 26-Aug-2009
Pivot 1 day 3 day
R1 5.479 5.481
PP 5.470 5.474
S1 5.462 5.468

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

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