NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 07-Dec-2009
Day Change Summary
Previous Current
04-Dec-2009 07-Dec-2009 Change Change % Previous Week
Open 4.682 4.880 0.198 4.2% 5.305
High 4.872 5.192 0.320 6.6% 5.347
Low 4.682 4.853 0.171 3.7% 4.656
Close 4.817 5.182 0.365 7.6% 4.817
Range 0.190 0.339 0.149 78.4% 0.691
ATR 0.205 0.217 0.012 5.9% 0.000
Volume 5,509 5,004 -505 -9.2% 24,715
Daily Pivots for day following 07-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.093 5.976 5.368
R3 5.754 5.637 5.275
R2 5.415 5.415 5.244
R1 5.298 5.298 5.213 5.357
PP 5.076 5.076 5.076 5.105
S1 4.959 4.959 5.151 5.018
S2 4.737 4.737 5.120
S3 4.398 4.620 5.089
S4 4.059 4.281 4.996
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 7.013 6.606 5.197
R3 6.322 5.915 5.007
R2 5.631 5.631 4.944
R1 5.224 5.224 4.880 5.082
PP 4.940 4.940 4.940 4.869
S1 4.533 4.533 4.754 4.391
S2 4.249 4.249 4.690
S3 3.558 3.842 4.627
S4 2.867 3.151 4.437
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.192 4.656 0.536 10.3% 0.228 4.4% 98% True False 5,326
10 5.406 4.656 0.750 14.5% 0.246 4.8% 70% False False 4,388
20 5.406 4.656 0.750 14.5% 0.201 3.9% 70% False False 4,039
40 6.200 4.656 1.544 29.8% 0.184 3.5% 34% False False 3,547
60 6.200 4.656 1.544 29.8% 0.177 3.4% 34% False False 3,046
80 6.200 4.656 1.544 29.8% 0.160 3.1% 34% False False 2,488
100 6.200 4.656 1.544 29.8% 0.152 2.9% 34% False False 2,094
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.037
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6.633
2.618 6.080
1.618 5.741
1.000 5.531
0.618 5.402
HIGH 5.192
0.618 5.063
0.500 5.023
0.382 4.982
LOW 4.853
0.618 4.643
1.000 4.514
1.618 4.304
2.618 3.965
4.250 3.412
Fisher Pivots for day following 07-Dec-2009
Pivot 1 day 3 day
R1 5.129 5.096
PP 5.076 5.010
S1 5.023 4.924

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

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