NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 14-Sep-2009
Day Change Summary
Previous Current
11-Sep-2009 14-Sep-2009 Change Change % Previous Week
Open 5.360 5.250 -0.110 -2.1% 5.064
High 5.493 5.429 -0.064 -1.2% 5.493
Low 5.177 5.209 0.032 0.6% 4.984
Close 5.192 5.370 0.178 3.4% 5.192
Range 0.316 0.220 -0.096 -30.4% 0.509
ATR 0.143 0.150 0.007 4.7% 0.000
Volume 978 700 -278 -28.4% 3,544
Daily Pivots for day following 14-Sep-2009
Classic Woodie Camarilla DeMark
R4 5.996 5.903 5.491
R3 5.776 5.683 5.431
R2 5.556 5.556 5.410
R1 5.463 5.463 5.390 5.510
PP 5.336 5.336 5.336 5.359
S1 5.243 5.243 5.350 5.290
S2 5.116 5.116 5.330
S3 4.896 5.023 5.310
S4 4.676 4.803 5.249
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.750 6.480 5.472
R3 6.241 5.971 5.332
R2 5.732 5.732 5.285
R1 5.462 5.462 5.239 5.597
PP 5.223 5.223 5.223 5.291
S1 4.953 4.953 5.145 5.088
S2 4.714 4.714 5.099
S3 4.205 4.444 5.052
S4 3.696 3.935 4.912
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.493 4.984 0.509 9.5% 0.221 4.1% 76% False False 848
10 5.493 4.869 0.624 11.6% 0.162 3.0% 80% False False 939
20 5.554 4.869 0.685 12.8% 0.118 2.2% 73% False False 816
40 5.941 4.869 1.072 20.0% 0.116 2.2% 47% False False 674
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.039
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.364
2.618 6.005
1.618 5.785
1.000 5.649
0.618 5.565
HIGH 5.429
0.618 5.345
0.500 5.319
0.382 5.293
LOW 5.209
0.618 5.073
1.000 4.989
1.618 4.853
2.618 4.633
4.250 4.274
Fisher Pivots for day following 14-Sep-2009
Pivot 1 day 3 day
R1 5.353 5.330
PP 5.336 5.289
S1 5.319 5.249

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

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