NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 26-May-2010
Day Change Summary
Previous Current
25-May-2010 26-May-2010 Change Change % Previous Week
Open 4.325 4.394 0.069 1.6% 4.639
High 4.382 4.539 0.157 3.6% 4.795
Low 4.270 4.378 0.108 2.5% 4.115
Close 4.347 4.417 0.070 1.6% 4.343
Range 0.112 0.161 0.049 43.8% 0.680
ATR 0.161 0.163 0.002 1.4% 0.000
Volume 14,575 13,327 -1,248 -8.6% 116,045
Daily Pivots for day following 26-May-2010
Classic Woodie Camarilla DeMark
R4 4.928 4.833 4.506
R3 4.767 4.672 4.461
R2 4.606 4.606 4.447
R1 4.511 4.511 4.432 4.559
PP 4.445 4.445 4.445 4.468
S1 4.350 4.350 4.402 4.398
S2 4.284 4.284 4.387
S3 4.123 4.189 4.373
S4 3.962 4.028 4.328
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 6.458 6.080 4.717
R3 5.778 5.400 4.530
R2 5.098 5.098 4.468
R1 4.720 4.720 4.405 4.569
PP 4.418 4.418 4.418 4.342
S1 4.040 4.040 4.281 3.889
S2 3.738 3.738 4.218
S3 3.058 3.360 4.156
S4 2.378 2.680 3.969
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.539 4.115 0.424 9.6% 0.181 4.1% 71% True False 15,898
10 4.795 4.115 0.680 15.4% 0.168 3.8% 44% False False 21,007
20 4.795 4.115 0.680 15.4% 0.162 3.7% 44% False False 18,679
40 4.802 4.115 0.687 15.6% 0.165 3.7% 44% False False 16,181
60 5.201 4.115 1.086 24.6% 0.148 3.4% 28% False False 14,552
80 6.000 4.115 1.885 42.7% 0.145 3.3% 16% False False 13,140
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.039
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.223
2.618 4.960
1.618 4.799
1.000 4.700
0.618 4.638
HIGH 4.539
0.618 4.477
0.500 4.459
0.382 4.440
LOW 4.378
0.618 4.279
1.000 4.217
1.618 4.118
2.618 3.957
4.250 3.694
Fisher Pivots for day following 26-May-2010
Pivot 1 day 3 day
R1 4.459 4.413
PP 4.445 4.409
S1 4.431 4.405

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

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