NYMEX Natural Gas Future May 2010

Trading Metrics calculated at close of trading on 20-Oct-2009

Day Change Summary
	Previous	Current
	19-Oct-2009	20-Oct-2009	Change	Change %	Previous Week
Open	5.930	6.103	0.173	2.9%	5.935
High	6.078	6.192	0.114	1.9%	6.070
Low	5.926	6.103	0.177	3.0%	5.661
Close	6.049	6.177	0.128	2.1%	6.000
Range	0.152	0.089	-0.063	-41.4%	0.409
ATR	0.180	0.178	-0.003	-1.5%	0.000
Volume	1,539	2,187	648	42.1%	8,992

Daily Pivots for day following 20-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.424	6.390	6.226
R3	6.335	6.301	6.201
R2	6.246	6.246	6.193
R1	6.212	6.212	6.185	6.229
PP	6.157	6.157	6.157	6.166
S1	6.123	6.123	6.169	6.140
S2	6.068	6.068	6.161
S3	5.979	6.034	6.153
S4	5.890	5.945	6.128

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	6.192	5.661	0.531	8.6%	0.170	2.8%	97%	True	False	2,019
10	6.192	5.661	0.531	8.6%	0.149	2.4%	97%	True	False	1,970
20	6.192	5.598	0.594	9.6%	0.155	2.5%	97%	True	False	2,103
40	6.192	4.869	1.323	21.4%	0.153	2.5%	99%	True	False	1,661
60	6.192	4.869	1.323	21.4%	0.135	2.2%	99%	True	False	1,281

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.015
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	6.570
2.618	6.425
1.618	6.336
1.000	6.281
0.618	6.247
HIGH	6.192
0.618	6.158
0.500	6.148
0.382	6.137
LOW	6.103
0.618	6.048
1.000	6.014
1.618	5.959
2.618	5.870
4.250	5.725

Fisher Pivots for day following 20-Oct-2009
Pivot	1 day	3 day
R1	6.167	6.117
PP	6.157	6.056
S1	6.148	5.996

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols