NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 23-Oct-2009
Day Change Summary
Previous Current
22-Oct-2009 23-Oct-2009 Change Change % Previous Week
Open 6.045 6.001 -0.044 -0.7% 5.930
High 6.120 6.003 -0.117 -1.9% 6.200
Low 5.925 5.797 -0.128 -2.2% 5.797
Close 5.909 5.814 -0.095 -1.6% 5.814
Range 0.195 0.206 0.011 5.6% 0.403
ATR 0.176 0.178 0.002 1.2% 0.000
Volume 2,866 3,492 626 21.8% 13,356
Daily Pivots for day following 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.489 6.358 5.927
R3 6.283 6.152 5.871
R2 6.077 6.077 5.852
R1 5.946 5.946 5.833 5.909
PP 5.871 5.871 5.871 5.853
S1 5.740 5.740 5.795 5.703
S2 5.665 5.665 5.776
S3 5.459 5.534 5.757
S4 5.253 5.328 5.701
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 7.146 6.883 6.036
R3 6.743 6.480 5.925
R2 6.340 6.340 5.888
R1 6.077 6.077 5.851 6.007
PP 5.937 5.937 5.937 5.902
S1 5.674 5.674 5.777 5.604
S2 5.534 5.534 5.740
S3 5.131 5.271 5.703
S4 4.728 4.868 5.592
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.200 5.797 0.403 6.9% 0.155 2.7% 4% False True 2,671
10 6.200 5.661 0.539 9.3% 0.166 2.9% 28% False False 2,234
20 6.200 5.598 0.602 10.4% 0.164 2.8% 36% False False 2,308
40 6.200 4.869 1.331 22.9% 0.161 2.8% 71% False False 1,871
60 6.200 4.869 1.331 22.9% 0.137 2.4% 71% False False 1,416
80 6.200 4.869 1.331 22.9% 0.131 2.3% 71% False False 1,227
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6.879
2.618 6.542
1.618 6.336
1.000 6.209
0.618 6.130
HIGH 6.003
0.618 5.924
0.500 5.900
0.382 5.876
LOW 5.797
0.618 5.670
1.000 5.591
1.618 5.464
2.618 5.258
4.250 4.922
Fisher Pivots for day following 23-Oct-2009
Pivot 1 day 3 day
R1 5.900 5.999
PP 5.871 5.937
S1 5.843 5.876

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

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