NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 28-Aug-2009
Day Change Summary
Previous Current
27-Aug-2009 28-Aug-2009 Change Change % Previous Week
Open 5.446 5.460 0.014 0.3% 5.420
High 5.462 5.460 -0.002 0.0% 5.525
Low 5.352 5.344 -0.008 -0.1% 5.344
Close 5.459 5.352 -0.107 -2.0% 5.352
Range 0.110 0.116 0.006 5.5% 0.181
ATR 0.102 0.103 0.001 1.0% 0.000
Volume 396 2,922 2,526 637.9% 4,759
Daily Pivots for day following 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.733 5.659 5.416
R3 5.617 5.543 5.384
R2 5.501 5.501 5.373
R1 5.427 5.427 5.363 5.406
PP 5.385 5.385 5.385 5.375
S1 5.311 5.311 5.341 5.290
S2 5.269 5.269 5.331
S3 5.153 5.195 5.320
S4 5.037 5.079 5.288
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.950 5.832 5.452
R3 5.769 5.651 5.402
R2 5.588 5.588 5.385
R1 5.470 5.470 5.369 5.439
PP 5.407 5.407 5.407 5.391
S1 5.289 5.289 5.335 5.258
S2 5.226 5.226 5.319
S3 5.045 5.108 5.302
S4 4.864 4.927 5.252
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.525 5.344 0.181 3.4% 0.089 1.7% 4% False True 951
10 5.554 5.344 0.210 3.9% 0.074 1.4% 4% False True 692
20 5.941 5.344 0.597 11.2% 0.090 1.7% 1% False True 634
40 5.941 5.240 0.701 13.1% 0.102 1.9% 16% False False 653
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.006
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 5.953
2.618 5.764
1.618 5.648
1.000 5.576
0.618 5.532
HIGH 5.460
0.618 5.416
0.500 5.402
0.382 5.388
LOW 5.344
0.618 5.272
1.000 5.228
1.618 5.156
2.618 5.040
4.250 4.851
Fisher Pivots for day following 28-Aug-2009
Pivot 1 day 3 day
R1 5.402 5.414
PP 5.385 5.393
S1 5.369 5.373

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

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