NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 20-Aug-2009
Day Change Summary
Previous Current
19-Aug-2009 20-Aug-2009 Change Change % Previous Week
Open 5.425 5.480 0.055 1.0% 5.670
High 5.465 5.482 0.017 0.3% 5.720
Low 5.422 5.400 -0.022 -0.4% 5.572
Close 5.438 5.403 -0.035 -0.6% 5.591
Range 0.043 0.082 0.039 90.7% 0.148
ATR 0.111 0.109 -0.002 -1.9% 0.000
Volume 595 230 -365 -61.3% 2,559
Daily Pivots for day following 20-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.674 5.621 5.448
R3 5.592 5.539 5.426
R2 5.510 5.510 5.418
R1 5.457 5.457 5.411 5.443
PP 5.428 5.428 5.428 5.421
S1 5.375 5.375 5.395 5.361
S2 5.346 5.346 5.388
S3 5.264 5.293 5.380
S4 5.182 5.211 5.358
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 6.072 5.979 5.672
R3 5.924 5.831 5.632
R2 5.776 5.776 5.618
R1 5.683 5.683 5.605 5.656
PP 5.628 5.628 5.628 5.614
S1 5.535 5.535 5.577 5.508
S2 5.480 5.480 5.564
S3 5.332 5.387 5.550
S4 5.184 5.239 5.510
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.636 5.400 0.236 4.4% 0.059 1.1% 1% False True 489
10 5.781 5.400 0.381 7.1% 0.077 1.4% 1% False True 510
20 5.941 5.383 0.558 10.3% 0.100 1.9% 4% False False 531
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.013
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.831
2.618 5.697
1.618 5.615
1.000 5.564
0.618 5.533
HIGH 5.482
0.618 5.451
0.500 5.441
0.382 5.431
LOW 5.400
0.618 5.349
1.000 5.318
1.618 5.267
2.618 5.185
4.250 5.052
Fisher Pivots for day following 20-Aug-2009
Pivot 1 day 3 day
R1 5.441 5.441
PP 5.428 5.428
S1 5.416 5.416

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

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