NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 29-Sep-2009
Day Change Summary
Previous Current
28-Sep-2009 29-Sep-2009 Change Change % Previous Week
Open 5.915 5.758 -0.157 -2.7% 5.567
High 5.925 5.966 0.041 0.7% 5.912
Low 5.820 5.725 -0.095 -1.6% 5.445
Close 5.866 5.928 0.062 1.1% 5.911
Range 0.105 0.241 0.136 129.5% 0.467
ATR 0.159 0.165 0.006 3.7% 0.000
Volume 2,813 1,035 -1,778 -63.2% 8,355
Daily Pivots for day following 29-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.596 6.503 6.061
R3 6.355 6.262 5.994
R2 6.114 6.114 5.972
R1 6.021 6.021 5.950 6.068
PP 5.873 5.873 5.873 5.896
S1 5.780 5.780 5.906 5.827
S2 5.632 5.632 5.884
S3 5.391 5.539 5.862
S4 5.150 5.298 5.795
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 7.157 7.001 6.168
R3 6.690 6.534 6.039
R2 6.223 6.223 5.997
R1 6.067 6.067 5.954 6.145
PP 5.756 5.756 5.756 5.795
S1 5.600 5.600 5.868 5.678
S2 5.289 5.289 5.825
S3 4.822 5.133 5.783
S4 4.355 4.666 5.654
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.966 5.651 0.315 5.3% 0.141 2.4% 88% True False 1,875
10 5.966 5.390 0.576 9.7% 0.161 2.7% 93% True False 1,843
20 5.966 4.869 1.097 18.5% 0.168 2.8% 97% True False 1,458
40 5.966 4.869 1.097 18.5% 0.126 2.1% 97% True False 1,051
60 5.966 4.869 1.097 18.5% 0.122 2.1% 97% True False 924
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 6.990
2.618 6.597
1.618 6.356
1.000 6.207
0.618 6.115
HIGH 5.966
0.618 5.874
0.500 5.846
0.382 5.817
LOW 5.725
0.618 5.576
1.000 5.484
1.618 5.335
2.618 5.094
4.250 4.701
Fisher Pivots for day following 29-Sep-2009
Pivot 1 day 3 day
R1 5.901 5.901
PP 5.873 5.873
S1 5.846 5.846

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

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