NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 21-Sep-2009
Day Change Summary
Previous Current
18-Sep-2009 21-Sep-2009 Change Change % Previous Week
Open 5.485 5.567 0.082 1.5% 5.250
High 5.613 5.579 -0.034 -0.6% 5.655
Low 5.445 5.462 0.017 0.3% 5.209
Close 5.613 5.467 -0.146 -2.6% 5.613
Range 0.168 0.117 -0.051 -30.4% 0.446
ATR 0.170 0.169 -0.001 -0.8% 0.000
Volume 2,776 2,069 -707 -25.5% 8,725
Daily Pivots for day following 21-Sep-2009
Classic Woodie Camarilla DeMark
R4 5.854 5.777 5.531
R3 5.737 5.660 5.499
R2 5.620 5.620 5.488
R1 5.543 5.543 5.478 5.523
PP 5.503 5.503 5.503 5.493
S1 5.426 5.426 5.456 5.406
S2 5.386 5.386 5.446
S3 5.269 5.309 5.435
S4 5.152 5.192 5.403
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 5.302 0.353 6.5% 0.187 3.4% 47% False False 2,018
10 5.655 4.984 0.671 12.3% 0.204 3.7% 72% False False 1,433
20 5.655 4.869 0.786 14.4% 0.150 2.7% 76% False False 1,212
40 5.941 4.869 1.072 19.6% 0.124 2.3% 56% False False 861
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 0.039
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 6.076
2.618 5.885
1.618 5.768
1.000 5.696
0.618 5.651
HIGH 5.579
0.618 5.534
0.500 5.521
0.382 5.507
LOW 5.462
0.618 5.390
1.000 5.345
1.618 5.273
2.618 5.156
4.250 4.965
Fisher Pivots for day following 21-Sep-2009
Pivot 1 day 3 day
R1 5.521 5.537
PP 5.503 5.513
S1 5.485 5.490

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

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