NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 22-Oct-2009
Day Change Summary
Previous Current
21-Oct-2009 22-Oct-2009 Change Change % Previous Week
Open 6.177 6.045 -0.132 -2.1% 5.935
High 6.200 6.120 -0.080 -1.3% 6.070
Low 6.066 5.925 -0.141 -2.3% 5.661
Close 6.073 5.909 -0.164 -2.7% 6.000
Range 0.134 0.195 0.061 45.5% 0.409
ATR 0.174 0.176 0.001 0.8% 0.000
Volume 3,272 2,866 -406 -12.4% 8,992
Daily Pivots for day following 22-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.570 6.434 6.016
R3 6.375 6.239 5.963
R2 6.180 6.180 5.945
R1 6.044 6.044 5.927 6.015
PP 5.985 5.985 5.985 5.970
S1 5.849 5.849 5.891 5.820
S2 5.790 5.790 5.873
S3 5.595 5.654 5.855
S4 5.400 5.459 5.802
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 6.200 5.800 0.400 6.8% 0.165 2.8% 27% False False 2,426
10 6.200 5.661 0.539 9.1% 0.158 2.7% 46% False False 2,035
20 6.200 5.598 0.602 10.2% 0.160 2.7% 52% False False 2,260
40 6.200 4.869 1.331 22.5% 0.159 2.7% 78% False False 1,794
60 6.200 4.869 1.331 22.5% 0.137 2.3% 78% False False 1,362
80 6.200 4.869 1.331 22.5% 0.130 2.2% 78% False False 1,185
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.949
2.618 6.631
1.618 6.436
1.000 6.315
0.618 6.241
HIGH 6.120
0.618 6.046
0.500 6.023
0.382 5.999
LOW 5.925
0.618 5.804
1.000 5.730
1.618 5.609
2.618 5.414
4.250 5.096
Fisher Pivots for day following 22-Oct-2009
Pivot 1 day 3 day
R1 6.023 6.063
PP 5.985 6.011
S1 5.947 5.960

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

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