NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 28-Sep-2009
Day Change Summary
Previous Current
25-Sep-2009 28-Sep-2009 Change Change % Previous Week
Open 5.906 5.915 0.009 0.2% 5.567
High 5.912 5.925 0.013 0.2% 5.912
Low 5.780 5.820 0.040 0.7% 5.445
Close 5.911 5.866 -0.045 -0.8% 5.911
Range 0.132 0.105 -0.027 -20.5% 0.467
ATR 0.163 0.159 -0.004 -2.5% 0.000
Volume 2,525 2,813 288 11.4% 8,355
Daily Pivots for day following 28-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.185 6.131 5.924
R3 6.080 6.026 5.895
R2 5.975 5.975 5.885
R1 5.921 5.921 5.876 5.896
PP 5.870 5.870 5.870 5.858
S1 5.816 5.816 5.856 5.791
S2 5.765 5.765 5.847
S3 5.660 5.711 5.837
S4 5.555 5.606 5.808
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 5.925 5.445 0.480 8.2% 0.120 2.1% 88% True False 1,819
10 5.925 5.302 0.623 10.6% 0.154 2.6% 91% True False 1,919
20 5.925 4.869 1.056 18.0% 0.158 2.7% 94% True False 1,429
40 5.941 4.869 1.072 18.3% 0.124 2.1% 93% False False 1,031
60 5.941 4.869 1.072 18.3% 0.121 2.1% 93% False False 911
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 True
Stretch 0.018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.371
2.618 6.200
1.618 6.095
1.000 6.030
0.618 5.990
HIGH 5.925
0.618 5.885
0.500 5.873
0.382 5.860
LOW 5.820
0.618 5.755
1.000 5.715
1.618 5.650
2.618 5.545
4.250 5.374
Fisher Pivots for day following 28-Sep-2009
Pivot 1 day 3 day
R1 5.873 5.852
PP 5.870 5.837
S1 5.868 5.823

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

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