NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 08-Oct-2009
Day Change Summary
Previous Current
07-Oct-2009 08-Oct-2009 Change Change % Previous Week
Open 5.935 6.013 0.078 1.3% 5.915
High 5.985 6.048 0.063 1.1% 5.976
Low 5.885 5.912 0.027 0.5% 5.598
Close 5.947 6.004 0.057 1.0% 5.840
Range 0.100 0.136 0.036 36.0% 0.378
ATR 0.173 0.170 -0.003 -1.5% 0.000
Volume 2,745 2,745 0 0.0% 12,148
Daily Pivots for day following 08-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.396 6.336 6.079
R3 6.260 6.200 6.041
R2 6.124 6.124 6.029
R1 6.064 6.064 6.016 6.026
PP 5.988 5.988 5.988 5.969
S1 5.928 5.928 5.992 5.890
S2 5.852 5.852 5.979
S3 5.716 5.792 5.967
S4 5.580 5.656 5.929
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 6.048 5.598 0.450 7.5% 0.175 2.9% 90% True False 2,393
10 6.048 5.598 0.450 7.5% 0.161 2.7% 90% True False 2,485
20 6.048 5.177 0.871 14.5% 0.173 2.9% 95% True False 2,019
40 6.048 4.869 1.179 19.6% 0.136 2.3% 96% True False 1,406
60 6.048 4.869 1.179 19.6% 0.131 2.2% 96% True False 1,107
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 0.019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.626
2.618 6.404
1.618 6.268
1.000 6.184
0.618 6.132
HIGH 6.048
0.618 5.996
0.500 5.980
0.382 5.964
LOW 5.912
0.618 5.828
1.000 5.776
1.618 5.692
2.618 5.556
4.250 5.334
Fisher Pivots for day following 08-Oct-2009
Pivot 1 day 3 day
R1 5.996 5.980
PP 5.988 5.955
S1 5.980 5.931

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

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