NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 30-Sep-2009
Day Change Summary
Previous Current
29-Sep-2009 30-Sep-2009 Change Change % Previous Week
Open 5.758 5.952 0.194 3.4% 5.567
High 5.966 5.976 0.010 0.2% 5.912
Low 5.725 5.869 0.144 2.5% 5.445
Close 5.928 5.944 0.016 0.3% 5.911
Range 0.241 0.107 -0.134 -55.6% 0.467
ATR 0.165 0.161 -0.004 -2.5% 0.000
Volume 1,035 3,115 2,080 201.0% 8,355
Daily Pivots for day following 30-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.251 6.204 6.003
R3 6.144 6.097 5.973
R2 6.037 6.037 5.964
R1 5.990 5.990 5.954 5.960
PP 5.930 5.930 5.930 5.915
S1 5.883 5.883 5.934 5.853
S2 5.823 5.823 5.924
S3 5.716 5.776 5.915
S4 5.609 5.669 5.885
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 5.976 5.720 0.256 4.3% 0.144 2.4% 88% True False 2,347
10 5.976 5.418 0.558 9.4% 0.147 2.5% 94% True False 2,007
20 5.976 4.869 1.107 18.6% 0.167 2.8% 97% True False 1,503
40 5.976 4.869 1.107 18.6% 0.126 2.1% 97% True False 1,112
60 5.976 4.869 1.107 18.6% 0.123 2.1% 97% True False 967
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 0.022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.431
2.618 6.256
1.618 6.149
1.000 6.083
0.618 6.042
HIGH 5.976
0.618 5.935
0.500 5.923
0.382 5.910
LOW 5.869
0.618 5.803
1.000 5.762
1.618 5.696
2.618 5.589
4.250 5.414
Fisher Pivots for day following 30-Sep-2009
Pivot 1 day 3 day
R1 5.937 5.913
PP 5.930 5.882
S1 5.923 5.851

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

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