NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 01-Sep-2009
Day Change Summary
Previous Current
31-Aug-2009 01-Sep-2009 Change Change % Previous Week
Open 5.290 5.241 -0.049 -0.9% 5.420
High 5.295 5.266 -0.029 -0.5% 5.525
Low 5.250 5.135 -0.115 -2.2% 5.344
Close 5.268 5.143 -0.125 -2.4% 5.352
Range 0.045 0.131 0.086 191.1% 0.181
ATR 0.103 0.105 0.002 2.1% 0.000
Volume 449 2,210 1,761 392.2% 4,759
Daily Pivots for day following 01-Sep-2009
Classic Woodie Camarilla DeMark
R4 5.574 5.490 5.215
R3 5.443 5.359 5.179
R2 5.312 5.312 5.167
R1 5.228 5.228 5.155 5.205
PP 5.181 5.181 5.181 5.170
S1 5.097 5.097 5.131 5.074
S2 5.050 5.050 5.119
S3 4.919 4.966 5.107
S4 4.788 4.835 5.071
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 5.484 5.135 0.349 6.8% 0.089 1.7% 2% False True 1,295
10 5.525 5.135 0.390 7.6% 0.081 1.6% 2% False True 862
20 5.941 5.135 0.806 15.7% 0.086 1.7% 1% False True 721
40 5.941 5.135 0.806 15.7% 0.101 2.0% 1% False True 698
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 0.008
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 5.823
2.618 5.609
1.618 5.478
1.000 5.397
0.618 5.347
HIGH 5.266
0.618 5.216
0.500 5.201
0.382 5.185
LOW 5.135
0.618 5.054
1.000 5.004
1.618 4.923
2.618 4.792
4.250 4.578
Fisher Pivots for day following 01-Sep-2009
Pivot 1 day 3 day
R1 5.201 5.298
PP 5.181 5.246
S1 5.162 5.195

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

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