NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 18-Sep-2009
Day Change Summary
Previous Current
17-Sep-2009 18-Sep-2009 Change Change % Previous Week
Open 5.620 5.485 -0.135 -2.4% 5.250
High 5.655 5.613 -0.042 -0.7% 5.655
Low 5.418 5.445 0.027 0.5% 5.209
Close 5.418 5.613 0.195 3.6% 5.613
Range 0.237 0.168 -0.069 -29.1% 0.446
ATR 0.168 0.170 0.002 1.1% 0.000
Volume 1,983 2,776 793 40.0% 8,725
Daily Pivots for day following 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.061 6.005 5.705
R3 5.893 5.837 5.659
R2 5.725 5.725 5.644
R1 5.669 5.669 5.628 5.697
PP 5.557 5.557 5.557 5.571
S1 5.501 5.501 5.598 5.529
S2 5.389 5.389 5.582
S3 5.221 5.333 5.567
S4 5.053 5.165 5.521
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.830 6.668 5.858
R3 6.384 6.222 5.736
R2 5.938 5.938 5.695
R1 5.776 5.776 5.654 5.857
PP 5.492 5.492 5.492 5.533
S1 5.330 5.330 5.572 5.411
S2 5.046 5.046 5.531
S3 4.600 4.884 5.490
S4 4.154 4.438 5.368
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.655 5.209 0.446 7.9% 0.208 3.7% 91% False False 1,745
10 5.655 4.869 0.786 14.0% 0.200 3.6% 95% False False 1,300
20 5.655 4.869 0.786 14.0% 0.148 2.6% 95% False False 1,128
40 5.941 4.869 1.072 19.1% 0.124 2.2% 69% False False 829
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.038
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 6.327
2.618 6.053
1.618 5.885
1.000 5.781
0.618 5.717
HIGH 5.613
0.618 5.549
0.500 5.529
0.382 5.509
LOW 5.445
0.618 5.341
1.000 5.277
1.618 5.173
2.618 5.005
4.250 4.731
Fisher Pivots for day following 18-Sep-2009
Pivot 1 day 3 day
R1 5.585 5.583
PP 5.557 5.553
S1 5.529 5.523

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

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