NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 26-Oct-2009
Day Change Summary
Previous Current
23-Oct-2009 26-Oct-2009 Change Change % Previous Week
Open 6.001 5.770 -0.231 -3.8% 5.930
High 6.003 5.785 -0.218 -3.6% 6.200
Low 5.797 5.591 -0.206 -3.6% 5.797
Close 5.814 5.606 -0.208 -3.6% 5.814
Range 0.206 0.194 -0.012 -5.8% 0.403
ATR 0.178 0.181 0.003 1.8% 0.000
Volume 3,492 3,493 1 0.0% 13,356
Daily Pivots for day following 26-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.243 6.118 5.713
R3 6.049 5.924 5.659
R2 5.855 5.855 5.642
R1 5.730 5.730 5.624 5.696
PP 5.661 5.661 5.661 5.643
S1 5.536 5.536 5.588 5.502
S2 5.467 5.467 5.570
S3 5.273 5.342 5.553
S4 5.079 5.148 5.499
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 5.591 0.609 10.9% 0.164 2.9% 2% False True 3,062
10 6.200 5.591 0.609 10.9% 0.172 3.1% 2% False True 2,442
20 6.200 5.591 0.609 10.9% 0.168 3.0% 2% False True 2,342
40 6.200 4.869 1.331 23.7% 0.163 2.9% 55% False False 1,886
60 6.200 4.869 1.331 23.7% 0.139 2.5% 55% False False 1,468
80 6.200 4.869 1.331 23.7% 0.132 2.4% 55% False False 1,269
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 0.018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.610
2.618 6.293
1.618 6.099
1.000 5.979
0.618 5.905
HIGH 5.785
0.618 5.711
0.500 5.688
0.382 5.665
LOW 5.591
0.618 5.471
1.000 5.397
1.618 5.277
2.618 5.083
4.250 4.767
Fisher Pivots for day following 26-Oct-2009
Pivot 1 day 3 day
R1 5.688 5.856
PP 5.661 5.772
S1 5.633 5.689

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

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