NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 15-Oct-2009
Day Change Summary
Previous Current
14-Oct-2009 15-Oct-2009 Change Change % Previous Week
Open 5.911 5.722 -0.189 -3.2% 5.819
High 5.911 5.805 -0.106 -1.8% 6.048
Low 5.700 5.661 -0.039 -0.7% 5.813
Close 5.736 5.770 0.034 0.6% 5.871
Range 0.211 0.144 -0.067 -31.8% 0.235
ATR 0.177 0.175 -0.002 -1.3% 0.000
Volume 1,700 2,403 703 41.4% 11,683
Daily Pivots for day following 15-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.177 6.118 5.849
R3 6.033 5.974 5.810
R2 5.889 5.889 5.796
R1 5.830 5.830 5.783 5.860
PP 5.745 5.745 5.745 5.760
S1 5.686 5.686 5.757 5.716
S2 5.601 5.601 5.744
S3 5.457 5.542 5.730
S4 5.313 5.398 5.691
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 5.661 0.409 7.1% 0.152 2.6% 27% False True 1,645
10 6.070 5.598 0.472 8.2% 0.164 2.8% 36% False False 2,019
20 6.070 5.445 0.625 10.8% 0.151 2.6% 52% False False 2,084
40 6.070 4.869 1.201 20.8% 0.147 2.6% 75% False False 1,542
60 6.070 4.869 1.201 20.8% 0.133 2.3% 75% False False 1,210
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 6.417
2.618 6.182
1.618 6.038
1.000 5.949
0.618 5.894
HIGH 5.805
0.618 5.750
0.500 5.733
0.382 5.716
LOW 5.661
0.618 5.572
1.000 5.517
1.618 5.428
2.618 5.284
4.250 5.049
Fisher Pivots for day following 15-Oct-2009
Pivot 1 day 3 day
R1 5.758 5.795
PP 5.745 5.786
S1 5.733 5.778

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

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