NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 10-Sep-2009
Day Change Summary
Previous Current
09-Sep-2009 10-Sep-2009 Change Change % Previous Week
Open 5.088 5.063 -0.025 -0.5% 5.290
High 5.156 5.374 0.218 4.2% 5.295
Low 5.055 5.005 -0.050 -1.0% 4.869
Close 5.054 5.355 0.301 6.0% 4.947
Range 0.101 0.369 0.268 265.3% 0.426
ATR 0.111 0.130 0.018 16.5% 0.000
Volume 916 1,112 196 21.4% 5,147
Daily Pivots for day following 10-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.352 6.222 5.558
R3 5.983 5.853 5.456
R2 5.614 5.614 5.423
R1 5.484 5.484 5.389 5.549
PP 5.245 5.245 5.245 5.277
S1 5.115 5.115 5.321 5.180
S2 4.876 4.876 5.287
S3 4.507 4.746 5.254
S4 4.138 4.377 5.152
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 5.374 4.869 0.505 9.4% 0.165 3.1% 96% True False 804
10 5.462 4.869 0.593 11.1% 0.131 2.5% 82% False False 1,103
20 5.676 4.869 0.807 15.1% 0.099 1.9% 60% False False 793
40 5.941 4.869 1.072 20.0% 0.110 2.1% 45% False False 651
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Widest range in 51 trading days
Fibonacci Retracements and Extensions
4.250 6.942
2.618 6.340
1.618 5.971
1.000 5.743
0.618 5.602
HIGH 5.374
0.618 5.233
0.500 5.190
0.382 5.146
LOW 5.005
0.618 4.777
1.000 4.636
1.618 4.408
2.618 4.039
4.250 3.437
Fisher Pivots for day following 10-Sep-2009
Pivot 1 day 3 day
R1 5.300 5.296
PP 5.245 5.238
S1 5.190 5.179

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

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