NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 13-Oct-2009
Day Change Summary
Previous Current
12-Oct-2009 13-Oct-2009 Change Change % Previous Week
Open 5.935 5.928 -0.007 -0.1% 5.819
High 6.070 5.928 -0.142 -2.3% 6.048
Low 5.935 5.788 -0.147 -2.5% 5.813
Close 6.019 5.846 -0.173 -2.9% 5.871
Range 0.135 0.140 0.005 3.7% 0.235
ATR 0.170 0.174 0.004 2.6% 0.000
Volume 1,416 1,207 -209 -14.8% 11,683
Daily Pivots for day following 13-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.274 6.200 5.923
R3 6.134 6.060 5.885
R2 5.994 5.994 5.872
R1 5.920 5.920 5.859 5.887
PP 5.854 5.854 5.854 5.838
S1 5.780 5.780 5.833 5.747
S2 5.714 5.714 5.820
S3 5.574 5.640 5.808
S4 5.434 5.500 5.769
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 5.788 0.282 4.8% 0.128 2.2% 21% False True 1,922
10 6.070 5.598 0.472 8.1% 0.154 2.6% 53% False False 2,260
20 6.070 5.390 0.680 11.6% 0.157 2.7% 67% False False 2,052
40 6.070 4.869 1.201 20.5% 0.141 2.4% 81% False False 1,464
60 6.070 4.869 1.201 20.5% 0.131 2.2% 81% False False 1,149
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6.523
2.618 6.295
1.618 6.155
1.000 6.068
0.618 6.015
HIGH 5.928
0.618 5.875
0.500 5.858
0.382 5.841
LOW 5.788
0.618 5.701
1.000 5.648
1.618 5.561
2.618 5.421
4.250 5.193
Fisher Pivots for day following 13-Oct-2009
Pivot 1 day 3 day
R1 5.858 5.929
PP 5.854 5.901
S1 5.850 5.874

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

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