NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 28-May-2010
Day Change Summary
Previous Current
27-May-2010 28-May-2010 Change Change % Previous Week
Open 4.810 4.925 0.115 2.4% 4.683
High 4.903 4.953 0.050 1.0% 4.953
Low 4.769 4.837 0.068 1.4% 4.647
Close 4.876 4.915 0.039 0.8% 4.915
Range 0.134 0.116 -0.018 -13.4% 0.306
ATR 0.132 0.130 -0.001 -0.8% 0.000
Volume 4,284 5,396 1,112 26.0% 20,994
Daily Pivots for day following 28-May-2010
Classic Woodie Camarilla DeMark
R4 5.250 5.198 4.979
R3 5.134 5.082 4.947
R2 5.018 5.018 4.936
R1 4.966 4.966 4.926 4.934
PP 4.902 4.902 4.902 4.886
S1 4.850 4.850 4.904 4.818
S2 4.786 4.786 4.894
S3 4.670 4.734 4.883
S4 4.554 4.618 4.851
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 5.756 5.642 5.083
R3 5.450 5.336 4.999
R2 5.144 5.144 4.971
R1 5.030 5.030 4.943 5.087
PP 4.838 4.838 4.838 4.867
S1 4.724 4.724 4.887 4.781
S2 4.532 4.532 4.859
S3 4.226 4.418 4.831
S4 3.920 4.112 4.747
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.953 4.647 0.306 6.2% 0.115 2.3% 88% True False 4,198
10 5.127 4.647 0.480 9.8% 0.129 2.6% 56% False False 5,091
20 5.160 4.647 0.513 10.4% 0.114 2.3% 52% False False 5,169
40 5.160 4.647 0.513 10.4% 0.134 2.7% 52% False False 3,934
60 5.350 4.647 0.703 14.3% 0.123 2.5% 38% False False 3,365
80 6.280 4.647 1.633 33.2% 0.123 2.5% 16% False False 2,864
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 0.026
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.446
2.618 5.257
1.618 5.141
1.000 5.069
0.618 5.025
HIGH 4.953
0.618 4.909
0.500 4.895
0.382 4.881
LOW 4.837
0.618 4.765
1.000 4.721
1.618 4.649
2.618 4.533
4.250 4.344
Fisher Pivots for day following 28-May-2010
Pivot 1 day 3 day
R1 4.908 4.896
PP 4.902 4.877
S1 4.895 4.858

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

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