NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 01-Oct-2009
Day Change Summary
Previous Current
30-Sep-2009 01-Oct-2009 Change Change % Previous Week
Open 5.952 5.824 -0.128 -2.2% 5.567
High 5.976 5.824 -0.152 -2.5% 5.912
Low 5.869 5.672 -0.197 -3.4% 5.445
Close 5.944 5.703 -0.241 -4.1% 5.911
Range 0.107 0.152 0.045 42.1% 0.467
ATR 0.161 0.169 0.008 4.9% 0.000
Volume 3,115 3,401 286 9.2% 8,355
Daily Pivots for day following 01-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.189 6.098 5.787
R3 6.037 5.946 5.745
R2 5.885 5.885 5.731
R1 5.794 5.794 5.717 5.764
PP 5.733 5.733 5.733 5.718
S1 5.642 5.642 5.689 5.612
S2 5.581 5.581 5.675
S3 5.429 5.490 5.661
S4 5.277 5.338 5.619
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 5.672 0.304 5.3% 0.147 2.6% 10% False True 2,577
10 5.976 5.445 0.531 9.3% 0.139 2.4% 49% False False 2,149
20 5.976 4.869 1.107 19.4% 0.170 3.0% 75% False False 1,622
40 5.976 4.869 1.107 19.4% 0.128 2.2% 75% False False 1,177
60 5.976 4.869 1.107 19.4% 0.124 2.2% 75% False False 1,004
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.470
2.618 6.222
1.618 6.070
1.000 5.976
0.618 5.918
HIGH 5.824
0.618 5.766
0.500 5.748
0.382 5.730
LOW 5.672
0.618 5.578
1.000 5.520
1.618 5.426
2.618 5.274
4.250 5.026
Fisher Pivots for day following 01-Oct-2009
Pivot 1 day 3 day
R1 5.748 5.824
PP 5.733 5.784
S1 5.718 5.743

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

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