NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 11-Sep-2009
Day Change Summary
Previous Current
10-Sep-2009 11-Sep-2009 Change Change % Previous Week
Open 5.063 5.360 0.297 5.9% 5.064
High 5.374 5.493 0.119 2.2% 5.493
Low 5.005 5.177 0.172 3.4% 4.984
Close 5.355 5.192 -0.163 -3.0% 5.192
Range 0.369 0.316 -0.053 -14.4% 0.509
ATR 0.130 0.143 0.013 10.3% 0.000
Volume 1,112 978 -134 -12.1% 3,544
Daily Pivots for day following 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.235 6.030 5.366
R3 5.919 5.714 5.279
R2 5.603 5.603 5.250
R1 5.398 5.398 5.221 5.343
PP 5.287 5.287 5.287 5.260
S1 5.082 5.082 5.163 5.027
S2 4.971 4.971 5.134
S3 4.655 4.766 5.105
S4 4.339 4.450 5.018
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.750 6.480 5.472
R3 6.241 5.971 5.332
R2 5.732 5.732 5.285
R1 5.462 5.462 5.239 5.597
PP 5.223 5.223 5.223 5.291
S1 4.953 4.953 5.145 5.088
S2 4.714 4.714 5.099
S3 4.205 4.444 5.052
S4 3.696 3.935 4.912
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.493 4.869 0.624 12.0% 0.191 3.7% 52% True False 856
10 5.493 4.869 0.624 12.0% 0.152 2.9% 52% True False 1,161
20 5.636 4.869 0.767 14.8% 0.110 2.1% 42% False False 814
40 5.941 4.869 1.072 20.6% 0.114 2.2% 30% False False 665
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 0.035
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.836
2.618 6.320
1.618 6.004
1.000 5.809
0.618 5.688
HIGH 5.493
0.618 5.372
0.500 5.335
0.382 5.298
LOW 5.177
0.618 4.982
1.000 4.861
1.618 4.666
2.618 4.350
4.250 3.834
Fisher Pivots for day following 11-Sep-2009
Pivot 1 day 3 day
R1 5.335 5.249
PP 5.287 5.230
S1 5.240 5.211

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

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