NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 27-Aug-2009
Day Change Summary
Previous Current
26-Aug-2009 27-Aug-2009 Change Change % Previous Week
Open 5.443 5.446 0.003 0.1% 5.550
High 5.484 5.462 -0.022 -0.4% 5.554
Low 5.440 5.352 -0.088 -1.6% 5.380
Close 5.487 5.459 -0.028 -0.5% 5.405
Range 0.044 0.110 0.066 150.0% 0.174
ATR 0.100 0.102 0.003 2.5% 0.000
Volume 501 396 -105 -21.0% 2,170
Daily Pivots for day following 27-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.754 5.717 5.520
R3 5.644 5.607 5.489
R2 5.534 5.534 5.479
R1 5.497 5.497 5.469 5.516
PP 5.424 5.424 5.424 5.434
S1 5.387 5.387 5.449 5.406
S2 5.314 5.314 5.439
S3 5.204 5.277 5.429
S4 5.094 5.167 5.399
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 5.352 0.173 3.2% 0.079 1.4% 62% False True 444
10 5.636 5.352 0.284 5.2% 0.069 1.3% 38% False True 466
20 5.941 5.352 0.589 10.8% 0.088 1.6% 18% False True 506
40 5.941 5.240 0.701 12.8% 0.101 1.9% 31% False False 583
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 True
Bear Hook False
Bull Hook False
Stretch 0.006
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.930
2.618 5.750
1.618 5.640
1.000 5.572
0.618 5.530
HIGH 5.462
0.618 5.420
0.500 5.407
0.382 5.394
LOW 5.352
0.618 5.284
1.000 5.242
1.618 5.174
2.618 5.064
4.250 4.885
Fisher Pivots for day following 27-Aug-2009
Pivot 1 day 3 day
R1 5.442 5.448
PP 5.424 5.437
S1 5.407 5.426

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

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