NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 31-Aug-2009
Day Change Summary
Previous Current
28-Aug-2009 31-Aug-2009 Change Change % Previous Week
Open 5.460 5.290 -0.170 -3.1% 5.420
High 5.460 5.295 -0.165 -3.0% 5.525
Low 5.344 5.250 -0.094 -1.8% 5.344
Close 5.352 5.268 -0.084 -1.6% 5.352
Range 0.116 0.045 -0.071 -61.2% 0.181
ATR 0.103 0.103 0.000 -0.1% 0.000
Volume 2,922 449 -2,473 -84.6% 4,759
Daily Pivots for day following 31-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.406 5.382 5.293
R3 5.361 5.337 5.280
R2 5.316 5.316 5.276
R1 5.292 5.292 5.272 5.282
PP 5.271 5.271 5.271 5.266
S1 5.247 5.247 5.264 5.237
S2 5.226 5.226 5.260
S3 5.181 5.202 5.256
S4 5.136 5.157 5.243
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 5.500 5.250 0.250 4.7% 0.075 1.4% 7% False True 914
10 5.525 5.250 0.275 5.2% 0.073 1.4% 7% False True 680
20 5.941 5.250 0.691 13.1% 0.085 1.6% 3% False True 644
40 5.941 5.240 0.701 13.3% 0.100 1.9% 4% False False 657
Crabel Price Patterns
NR True
NR4 False
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 0.006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.486
2.618 5.413
1.618 5.368
1.000 5.340
0.618 5.323
HIGH 5.295
0.618 5.278
0.500 5.273
0.382 5.267
LOW 5.250
0.618 5.222
1.000 5.205
1.618 5.177
2.618 5.132
4.250 5.059
Fisher Pivots for day following 31-Aug-2009
Pivot 1 day 3 day
R1 5.273 5.356
PP 5.271 5.327
S1 5.270 5.297

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

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