NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 05-Oct-2009
Day Change Summary
Previous Current
02-Oct-2009 05-Oct-2009 Change Change % Previous Week
Open 5.619 5.819 0.200 3.6% 5.915
High 5.843 5.997 0.154 2.6% 5.976
Low 5.598 5.819 0.221 3.9% 5.598
Close 5.840 5.952 0.112 1.9% 5.840
Range 0.245 0.178 -0.067 -27.3% 0.378
ATR 0.174 0.174 0.000 0.2% 0.000
Volume 1,784 1,948 164 9.2% 12,148
Daily Pivots for day following 05-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.457 6.382 6.050
R3 6.279 6.204 6.001
R2 6.101 6.101 5.985
R1 6.026 6.026 5.968 6.064
PP 5.923 5.923 5.923 5.941
S1 5.848 5.848 5.936 5.886
S2 5.745 5.745 5.919
S3 5.567 5.670 5.903
S4 5.389 5.492 5.854
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 5.997 5.598 0.399 6.7% 0.185 3.1% 89% True False 2,256
10 5.997 5.445 0.552 9.3% 0.153 2.6% 92% True False 2,038
20 5.997 4.984 1.013 17.0% 0.178 3.0% 96% True False 1,736
40 5.997 4.869 1.128 19.0% 0.131 2.2% 96% True False 1,233
60 5.997 4.869 1.128 19.0% 0.129 2.2% 96% True False 1,015
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 0.015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.754
2.618 6.463
1.618 6.285
1.000 6.175
0.618 6.107
HIGH 5.997
0.618 5.929
0.500 5.908
0.382 5.887
LOW 5.819
0.618 5.709
1.000 5.641
1.618 5.531
2.618 5.353
4.250 5.063
Fisher Pivots for day following 05-Oct-2009
Pivot 1 day 3 day
R1 5.937 5.901
PP 5.923 5.849
S1 5.908 5.798

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

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