NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 16-Oct-2009
Day Change Summary
Previous Current
15-Oct-2009 16-Oct-2009 Change Change % Previous Week
Open 5.722 5.800 0.078 1.4% 5.935
High 5.805 6.054 0.249 4.3% 6.070
Low 5.661 5.800 0.139 2.5% 5.661
Close 5.770 6.000 0.230 4.0% 6.000
Range 0.144 0.254 0.110 76.4% 0.409
ATR 0.175 0.182 0.008 4.5% 0.000
Volume 2,403 2,266 -137 -5.7% 8,992
Daily Pivots for day following 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.713 6.611 6.140
R3 6.459 6.357 6.070
R2 6.205 6.205 6.047
R1 6.103 6.103 6.023 6.154
PP 5.951 5.951 5.951 5.977
S1 5.849 5.849 5.977 5.900
S2 5.697 5.697 5.953
S3 5.443 5.595 5.930
S4 5.189 5.341 5.860
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 7.137 6.978 6.225
R3 6.728 6.569 6.112
R2 6.319 6.319 6.075
R1 6.160 6.160 6.037 6.240
PP 5.910 5.910 5.910 5.950
S1 5.751 5.751 5.963 5.831
S2 5.501 5.501 5.925
S3 5.092 5.342 5.888
S4 4.683 4.933 5.775
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 6.8% 0.177 2.9% 83% False False 1,798
10 6.070 5.661 0.409 6.8% 0.164 2.7% 83% False False 2,067
20 6.070 5.445 0.625 10.4% 0.155 2.6% 89% False False 2,058
40 6.070 4.869 1.201 20.0% 0.151 2.5% 94% False False 1,593
60 6.070 4.869 1.201 20.0% 0.134 2.2% 94% False False 1,239
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.016
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 7.134
2.618 6.719
1.618 6.465
1.000 6.308
0.618 6.211
HIGH 6.054
0.618 5.957
0.500 5.927
0.382 5.897
LOW 5.800
0.618 5.643
1.000 5.546
1.618 5.389
2.618 5.135
4.250 4.721
Fisher Pivots for day following 16-Oct-2009
Pivot 1 day 3 day
R1 5.976 5.953
PP 5.951 5.905
S1 5.927 5.858

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

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