NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 09-Oct-2009
Day Change Summary
Previous Current
08-Oct-2009 09-Oct-2009 Change Change % Previous Week
Open 6.013 5.997 -0.016 -0.3% 5.819
High 6.048 5.997 -0.051 -0.8% 6.048
Low 5.912 5.868 -0.044 -0.7% 5.813
Close 6.004 5.871 -0.133 -2.2% 5.871
Range 0.136 0.129 -0.007 -5.1% 0.235
ATR 0.170 0.168 -0.002 -1.4% 0.000
Volume 2,745 1,500 -1,245 -45.4% 11,683
Daily Pivots for day following 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.299 6.214 5.942
R3 6.170 6.085 5.906
R2 6.041 6.041 5.895
R1 5.956 5.956 5.883 5.934
PP 5.912 5.912 5.912 5.901
S1 5.827 5.827 5.859 5.805
S2 5.783 5.783 5.847
S3 5.654 5.698 5.836
S4 5.525 5.569 5.800
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.616 6.478 6.000
R3 6.381 6.243 5.936
R2 6.146 6.146 5.914
R1 6.008 6.008 5.893 6.077
PP 5.911 5.911 5.911 5.945
S1 5.773 5.773 5.849 5.842
S2 5.676 5.676 5.828
S3 5.441 5.538 5.806
S4 5.206 5.303 5.742
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.048 5.813 0.235 4.0% 0.152 2.6% 25% False False 2,336
10 6.048 5.598 0.450 7.7% 0.161 2.7% 61% False False 2,383
20 6.048 5.209 0.839 14.3% 0.163 2.8% 79% False False 2,045
40 6.048 4.869 1.179 20.1% 0.137 2.3% 85% False False 1,429
60 6.048 4.869 1.179 20.1% 0.130 2.2% 85% False False 1,125
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 0.018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.545
2.618 6.335
1.618 6.206
1.000 6.126
0.618 6.077
HIGH 5.997
0.618 5.948
0.500 5.933
0.382 5.917
LOW 5.868
0.618 5.788
1.000 5.739
1.618 5.659
2.618 5.530
4.250 5.320
Fisher Pivots for day following 09-Oct-2009
Pivot 1 day 3 day
R1 5.933 5.958
PP 5.912 5.929
S1 5.892 5.900

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

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