NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 02-Oct-2009
Day Change Summary
Previous Current
01-Oct-2009 02-Oct-2009 Change Change % Previous Week
Open 5.824 5.619 -0.205 -3.5% 5.915
High 5.824 5.843 0.019 0.3% 5.976
Low 5.672 5.598 -0.074 -1.3% 5.598
Close 5.703 5.840 0.137 2.4% 5.840
Range 0.152 0.245 0.093 61.2% 0.378
ATR 0.169 0.174 0.005 3.2% 0.000
Volume 3,401 1,784 -1,617 -47.5% 12,148
Daily Pivots for day following 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.495 6.413 5.975
R3 6.250 6.168 5.907
R2 6.005 6.005 5.885
R1 5.923 5.923 5.862 5.964
PP 5.760 5.760 5.760 5.781
S1 5.678 5.678 5.818 5.719
S2 5.515 5.515 5.795
S3 5.270 5.433 5.773
S4 5.025 5.188 5.705
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.939 6.767 6.048
R3 6.561 6.389 5.944
R2 6.183 6.183 5.909
R1 6.011 6.011 5.875 5.908
PP 5.805 5.805 5.805 5.753
S1 5.633 5.633 5.805 5.530
S2 5.427 5.427 5.771
S3 5.049 5.255 5.736
S4 4.671 4.877 5.632
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.976 5.598 0.378 6.5% 0.170 2.9% 64% False True 2,429
10 5.976 5.445 0.531 9.1% 0.146 2.5% 74% False False 2,050
20 5.976 4.869 1.107 19.0% 0.173 3.0% 88% False False 1,675
40 5.976 4.869 1.107 19.0% 0.130 2.2% 88% False False 1,204
60 5.976 4.869 1.107 19.0% 0.128 2.2% 88% False False 1,026
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.016
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 6.884
2.618 6.484
1.618 6.239
1.000 6.088
0.618 5.994
HIGH 5.843
0.618 5.749
0.500 5.721
0.382 5.692
LOW 5.598
0.618 5.447
1.000 5.353
1.618 5.202
2.618 4.957
4.250 4.557
Fisher Pivots for day following 02-Oct-2009
Pivot 1 day 3 day
R1 5.800 5.822
PP 5.760 5.805
S1 5.721 5.787

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

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