NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 17-Sep-2009
Day Change Summary
Previous Current
16-Sep-2009 17-Sep-2009 Change Change % Previous Week
Open 5.410 5.620 0.210 3.9% 5.064
High 5.631 5.655 0.024 0.4% 5.493
Low 5.390 5.418 0.028 0.5% 4.984
Close 5.605 5.418 -0.187 -3.3% 5.192
Range 0.241 0.237 -0.004 -1.7% 0.509
ATR 0.163 0.168 0.005 3.2% 0.000
Volume 1,475 1,983 508 34.4% 3,544
Daily Pivots for day following 17-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.208 6.050 5.548
R3 5.971 5.813 5.483
R2 5.734 5.734 5.461
R1 5.576 5.576 5.440 5.537
PP 5.497 5.497 5.497 5.477
S1 5.339 5.339 5.396 5.300
S2 5.260 5.260 5.375
S3 5.023 5.102 5.353
S4 4.786 4.865 5.288
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 5.655 5.177 0.478 8.8% 0.237 4.4% 50% True False 1,385
10 5.655 4.869 0.786 14.5% 0.201 3.7% 70% True False 1,094
20 5.655 4.869 0.786 14.5% 0.143 2.6% 70% True False 1,000
40 5.941 4.869 1.072 19.8% 0.124 2.3% 51% False False 773
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 0.038
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.662
2.618 6.275
1.618 6.038
1.000 5.892
0.618 5.801
HIGH 5.655
0.618 5.564
0.500 5.537
0.382 5.509
LOW 5.418
0.618 5.272
1.000 5.181
1.618 5.035
2.618 4.798
4.250 4.411
Fisher Pivots for day following 17-Sep-2009
Pivot 1 day 3 day
R1 5.537 5.479
PP 5.497 5.458
S1 5.458 5.438

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

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