NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 04-Sep-2009
Day Change Summary
Previous Current
03-Sep-2009 04-Sep-2009 Change Change % Previous Week
Open 5.110 4.869 -0.241 -4.7% 5.290
High 5.145 4.939 -0.206 -4.0% 5.295
Low 4.960 4.869 -0.091 -1.8% 4.869
Close 4.964 4.947 -0.017 -0.3% 4.947
Range 0.185 0.070 -0.115 -62.2% 0.426
ATR 0.110 0.109 -0.001 -1.0% 0.000
Volume 720 736 16 2.2% 5,147
Daily Pivots for day following 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 5.128 5.108 4.986
R3 5.058 5.038 4.966
R2 4.988 4.988 4.960
R1 4.968 4.968 4.953 4.978
PP 4.918 4.918 4.918 4.924
S1 4.898 4.898 4.941 4.908
S2 4.848 4.848 4.934
S3 4.778 4.828 4.928
S4 4.708 4.758 4.909
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.315 6.057 5.181
R3 5.889 5.631 5.064
R2 5.463 5.463 5.025
R1 5.205 5.205 4.986 5.121
PP 5.037 5.037 5.037 4.995
S1 4.779 4.779 4.908 4.695
S2 4.611 4.611 4.869
S3 4.185 4.353 4.830
S4 3.759 3.927 4.713
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.295 4.869 0.426 8.6% 0.103 2.1% 18% False True 1,029
10 5.525 4.869 0.656 13.3% 0.096 1.9% 12% False True 990
20 5.720 4.869 0.851 17.2% 0.083 1.7% 9% False True 731
40 5.941 4.869 1.072 21.7% 0.105 2.1% 7% False True 655
Crabel Price Patterns
NR True
NR4 True
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 0.015
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.237
2.618 5.122
1.618 5.052
1.000 5.009
0.618 4.982
HIGH 4.939
0.618 4.912
0.500 4.904
0.382 4.896
LOW 4.869
0.618 4.826
1.000 4.799
1.618 4.756
2.618 4.686
4.250 4.572
Fisher Pivots for day following 04-Sep-2009
Pivot 1 day 3 day
R1 4.933 5.025
PP 4.918 4.999
S1 4.904 4.973

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

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