NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 25-Sep-2009
Day Change Summary
Previous Current
24-Sep-2009 25-Sep-2009 Change Change % Previous Week
Open 5.742 5.906 0.164 2.9% 5.567
High 5.856 5.912 0.056 1.0% 5.912
Low 5.720 5.780 0.060 1.0% 5.445
Close 5.847 5.911 0.064 1.1% 5.911
Range 0.136 0.132 -0.004 -2.9% 0.467
ATR 0.166 0.163 -0.002 -1.4% 0.000
Volume 2,248 2,525 277 12.3% 8,355
Daily Pivots for day following 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.264 6.219 5.984
R3 6.132 6.087 5.947
R2 6.000 6.000 5.935
R1 5.955 5.955 5.923 5.978
PP 5.868 5.868 5.868 5.879
S1 5.823 5.823 5.899 5.846
S2 5.736 5.736 5.887
S3 5.604 5.691 5.875
S4 5.472 5.559 5.838
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 7.157 7.001 6.168
R3 6.690 6.534 6.039
R2 6.223 6.223 5.997
R1 6.067 6.067 5.954 6.145
PP 5.756 5.756 5.756 5.795
S1 5.600 5.600 5.868 5.678
S2 5.289 5.289 5.825
S3 4.822 5.133 5.783
S4 4.355 4.666 5.654
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.912 5.445 0.467 7.9% 0.123 2.1% 100% True False 1,671
10 5.912 5.209 0.703 11.9% 0.165 2.8% 100% True False 1,708
20 5.912 4.869 1.043 17.6% 0.159 2.7% 100% True False 1,434
40 5.941 4.869 1.072 18.1% 0.123 2.1% 97% False False 970
60 5.941 4.869 1.072 18.1% 0.120 2.0% 97% False False 867
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 0.021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.473
2.618 6.258
1.618 6.126
1.000 6.044
0.618 5.994
HIGH 5.912
0.618 5.862
0.500 5.846
0.382 5.830
LOW 5.780
0.618 5.698
1.000 5.648
1.618 5.566
2.618 5.434
4.250 5.219
Fisher Pivots for day following 25-Sep-2009
Pivot 1 day 3 day
R1 5.889 5.868
PP 5.868 5.825
S1 5.846 5.782

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

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