NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 24-Sep-2009
Day Change Summary
Previous Current
23-Sep-2009 24-Sep-2009 Change Change % Previous Week
Open 5.655 5.742 0.087 1.5% 5.250
High 5.740 5.856 0.116 2.0% 5.655
Low 5.651 5.720 0.069 1.2% 5.209
Close 5.728 5.847 0.119 2.1% 5.613
Range 0.089 0.136 0.047 52.8% 0.446
ATR 0.168 0.166 -0.002 -1.4% 0.000
Volume 756 2,248 1,492 197.4% 8,725
Daily Pivots for day following 24-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.216 6.167 5.922
R3 6.080 6.031 5.884
R2 5.944 5.944 5.872
R1 5.895 5.895 5.859 5.920
PP 5.808 5.808 5.808 5.820
S1 5.759 5.759 5.835 5.784
S2 5.672 5.672 5.822
S3 5.536 5.623 5.810
S4 5.400 5.487 5.772
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.830 6.668 5.858
R3 6.384 6.222 5.736
R2 5.938 5.938 5.695
R1 5.776 5.776 5.654 5.857
PP 5.492 5.492 5.492 5.533
S1 5.330 5.330 5.572 5.411
S2 5.046 5.046 5.531
S3 4.600 4.884 5.490
S4 4.154 4.438 5.368
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.856 5.445 0.411 7.0% 0.130 2.2% 98% True False 1,721
10 5.856 5.177 0.679 11.6% 0.184 3.1% 99% True False 1,553
20 5.856 4.869 0.987 16.9% 0.157 2.7% 99% True False 1,328
40 5.941 4.869 1.072 18.3% 0.125 2.1% 91% False False 913
60 5.941 4.869 1.072 18.3% 0.120 2.1% 91% False False 826
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.034
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.434
2.618 6.212
1.618 6.076
1.000 5.992
0.618 5.940
HIGH 5.856
0.618 5.804
0.500 5.788
0.382 5.772
LOW 5.720
0.618 5.636
1.000 5.584
1.618 5.500
2.618 5.364
4.250 5.142
Fisher Pivots for day following 24-Sep-2009
Pivot 1 day 3 day
R1 5.827 5.782
PP 5.808 5.716
S1 5.788 5.651

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

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