NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 03-Sep-2009
Day Change Summary
Previous Current
02-Sep-2009 03-Sep-2009 Change Change % Previous Week
Open 5.135 5.110 -0.025 -0.5% 5.420
High 5.180 5.145 -0.035 -0.7% 5.525
Low 5.096 4.960 -0.136 -2.7% 5.344
Close 5.096 4.964 -0.132 -2.6% 5.352
Range 0.084 0.185 0.101 120.2% 0.181
ATR 0.104 0.110 0.006 5.6% 0.000
Volume 1,032 720 -312 -30.2% 4,759
Daily Pivots for day following 03-Sep-2009
Classic Woodie Camarilla DeMark
R4 5.578 5.456 5.066
R3 5.393 5.271 5.015
R2 5.208 5.208 4.998
R1 5.086 5.086 4.981 5.055
PP 5.023 5.023 5.023 5.007
S1 4.901 4.901 4.947 4.870
S2 4.838 4.838 4.930
S3 4.653 4.716 4.913
S4 4.468 4.531 4.862
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.950 5.832 5.452
R3 5.769 5.651 5.402
R2 5.588 5.588 5.385
R1 5.470 5.470 5.369 5.439
PP 5.407 5.407 5.407 5.391
S1 5.289 5.289 5.335 5.258
S2 5.226 5.226 5.319
S3 5.045 5.108 5.302
S4 4.864 4.927 5.252
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.460 4.960 0.500 10.1% 0.112 2.3% 1% False True 1,466
10 5.525 4.960 0.565 11.4% 0.095 1.9% 1% False True 955
20 5.781 4.960 0.821 16.5% 0.086 1.7% 0% False True 733
40 5.941 4.960 0.981 19.8% 0.105 2.1% 0% False True 701
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.015
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 5.931
2.618 5.629
1.618 5.444
1.000 5.330
0.618 5.259
HIGH 5.145
0.618 5.074
0.500 5.053
0.382 5.031
LOW 4.960
0.618 4.846
1.000 4.775
1.618 4.661
2.618 4.476
4.250 4.174
Fisher Pivots for day following 03-Sep-2009
Pivot 1 day 3 day
R1 5.053 5.113
PP 5.023 5.063
S1 4.994 5.014

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

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