NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 22-Sep-2009
Day Change Summary
Previous Current
21-Sep-2009 22-Sep-2009 Change Change % Previous Week
Open 5.567 5.554 -0.013 -0.2% 5.250
High 5.579 5.585 0.006 0.1% 5.655
Low 5.462 5.445 -0.017 -0.3% 5.209
Close 5.467 5.557 0.090 1.6% 5.613
Range 0.117 0.140 0.023 19.7% 0.446
ATR 0.169 0.167 -0.002 -1.2% 0.000
Volume 2,069 757 -1,312 -63.4% 8,725
Daily Pivots for day following 22-Sep-2009
Classic Woodie Camarilla DeMark
R4 5.949 5.893 5.634
R3 5.809 5.753 5.596
R2 5.669 5.669 5.583
R1 5.613 5.613 5.570 5.641
PP 5.529 5.529 5.529 5.543
S1 5.473 5.473 5.544 5.501
S2 5.389 5.389 5.531
S3 5.249 5.333 5.519
S4 5.109 5.193 5.480
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 5.390 0.265 4.8% 0.181 3.2% 63% False False 1,812
10 5.655 5.005 0.650 11.7% 0.208 3.7% 85% False False 1,455
20 5.655 4.869 0.786 14.1% 0.151 2.7% 88% False False 1,218
40 5.941 4.869 1.072 19.3% 0.125 2.3% 64% False False 870
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.040
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.180
2.618 5.952
1.618 5.812
1.000 5.725
0.618 5.672
HIGH 5.585
0.618 5.532
0.500 5.515
0.382 5.498
LOW 5.445
0.618 5.358
1.000 5.305
1.618 5.218
2.618 5.078
4.250 4.850
Fisher Pivots for day following 22-Sep-2009
Pivot 1 day 3 day
R1 5.543 5.548
PP 5.529 5.538
S1 5.515 5.529

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

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