NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 19-Oct-2009
Day Change Summary
Previous Current
16-Oct-2009 19-Oct-2009 Change Change % Previous Week
Open 5.800 5.930 0.130 2.2% 5.935
High 6.054 6.078 0.024 0.4% 6.070
Low 5.800 5.926 0.126 2.2% 5.661
Close 6.000 6.049 0.049 0.8% 6.000
Range 0.254 0.152 -0.102 -40.2% 0.409
ATR 0.182 0.180 -0.002 -1.2% 0.000
Volume 2,266 1,539 -727 -32.1% 8,992
Daily Pivots for day following 19-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.474 6.413 6.133
R3 6.322 6.261 6.091
R2 6.170 6.170 6.077
R1 6.109 6.109 6.063 6.140
PP 6.018 6.018 6.018 6.033
S1 5.957 5.957 6.035 5.988
S2 5.866 5.866 6.021
S3 5.714 5.805 6.007
S4 5.562 5.653 5.965
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 6.078 5.661 0.417 6.9% 0.180 3.0% 93% True False 1,823
10 6.078 5.661 0.417 6.9% 0.162 2.7% 93% True False 2,026
20 6.078 5.445 0.633 10.5% 0.157 2.6% 95% True False 2,032
40 6.078 4.869 1.209 20.0% 0.154 2.5% 98% True False 1,622
60 6.078 4.869 1.209 20.0% 0.135 2.2% 98% True False 1,251
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 0.016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.724
2.618 6.476
1.618 6.324
1.000 6.230
0.618 6.172
HIGH 6.078
0.618 6.020
0.500 6.002
0.382 5.984
LOW 5.926
0.618 5.832
1.000 5.774
1.618 5.680
2.618 5.528
4.250 5.280
Fisher Pivots for day following 19-Oct-2009
Pivot 1 day 3 day
R1 6.033 5.989
PP 6.018 5.929
S1 6.002 5.870

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

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