NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 07-Oct-2009
Day Change Summary
Previous Current
06-Oct-2009 07-Oct-2009 Change Change % Previous Week
Open 6.020 5.935 -0.085 -1.4% 5.915
High 6.030 5.985 -0.045 -0.7% 5.976
Low 5.813 5.885 0.072 1.2% 5.598
Close 5.874 5.947 0.073 1.2% 5.840
Range 0.217 0.100 -0.117 -53.9% 0.378
ATR 0.177 0.173 -0.005 -2.7% 0.000
Volume 2,745 2,745 0 0.0% 12,148
Daily Pivots for day following 07-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.239 6.193 6.002
R3 6.139 6.093 5.975
R2 6.039 6.039 5.965
R1 5.993 5.993 5.956 6.016
PP 5.939 5.939 5.939 5.951
S1 5.893 5.893 5.938 5.916
S2 5.839 5.839 5.929
S3 5.739 5.793 5.920
S4 5.639 5.693 5.892
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 6.030 5.598 0.432 7.3% 0.178 3.0% 81% False False 2,524
10 6.030 5.598 0.432 7.3% 0.161 2.7% 81% False False 2,435
20 6.030 5.005 1.025 17.2% 0.184 3.1% 92% False False 1,937
40 6.030 4.869 1.161 19.5% 0.134 2.3% 93% False False 1,361
60 6.030 4.869 1.161 19.5% 0.132 2.2% 93% False False 1,073
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 6.410
2.618 6.247
1.618 6.147
1.000 6.085
0.618 6.047
HIGH 5.985
0.618 5.947
0.500 5.935
0.382 5.923
LOW 5.885
0.618 5.823
1.000 5.785
1.618 5.723
2.618 5.623
4.250 5.460
Fisher Pivots for day following 07-Oct-2009
Pivot 1 day 3 day
R1 5.943 5.939
PP 5.939 5.930
S1 5.935 5.922

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

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