NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 12-Oct-2009
Day Change Summary
Previous Current
09-Oct-2009 12-Oct-2009 Change Change % Previous Week
Open 5.997 5.935 -0.062 -1.0% 5.819
High 5.997 6.070 0.073 1.2% 6.048
Low 5.868 5.935 0.067 1.1% 5.813
Close 5.871 6.019 0.148 2.5% 5.871
Range 0.129 0.135 0.006 4.7% 0.235
ATR 0.168 0.170 0.002 1.3% 0.000
Volume 1,500 1,416 -84 -5.6% 11,683
Daily Pivots for day following 12-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.413 6.351 6.093
R3 6.278 6.216 6.056
R2 6.143 6.143 6.044
R1 6.081 6.081 6.031 6.112
PP 6.008 6.008 6.008 6.024
S1 5.946 5.946 6.007 5.977
S2 5.873 5.873 5.994
S3 5.738 5.811 5.982
S4 5.603 5.676 5.945
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 6.070 5.813 0.257 4.3% 0.143 2.4% 80% True False 2,230
10 6.070 5.598 0.472 7.8% 0.164 2.7% 89% True False 2,243
20 6.070 5.302 0.768 12.8% 0.159 2.6% 93% True False 2,081
40 6.070 4.869 1.201 20.0% 0.138 2.3% 96% True False 1,448
60 6.070 4.869 1.201 20.0% 0.130 2.2% 96% True False 1,143
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.644
2.618 6.423
1.618 6.288
1.000 6.205
0.618 6.153
HIGH 6.070
0.618 6.018
0.500 6.003
0.382 5.987
LOW 5.935
0.618 5.852
1.000 5.800
1.618 5.717
2.618 5.582
4.250 5.361
Fisher Pivots for day following 12-Oct-2009
Pivot 1 day 3 day
R1 6.014 6.002
PP 6.008 5.986
S1 6.003 5.969

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

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