NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 10-Dec-2009
Day Change Summary
Previous Current
09-Dec-2009 10-Dec-2009 Change Change % Previous Week
Open 5.244 5.067 -0.177 -3.4% 5.305
High 5.353 5.457 0.104 1.9% 5.347
Low 5.072 5.067 -0.005 -0.1% 4.656
Close 5.093 5.444 0.351 6.9% 4.817
Range 0.281 0.390 0.109 38.8% 0.691
ATR 0.217 0.229 0.012 5.7% 0.000
Volume 7,598 6,056 -1,542 -20.3% 24,715
Daily Pivots for day following 10-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.493 6.358 5.659
R3 6.103 5.968 5.551
R2 5.713 5.713 5.516
R1 5.578 5.578 5.480 5.646
PP 5.323 5.323 5.323 5.356
S1 5.188 5.188 5.408 5.256
S2 4.933 4.933 5.373
S3 4.543 4.798 5.337
S4 4.153 4.408 5.230
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 5.457 4.682 0.775 14.2% 0.267 4.9% 98% True False 6,342
10 5.457 4.656 0.801 14.7% 0.262 4.8% 98% True False 5,531
20 5.457 4.656 0.801 14.7% 0.221 4.1% 98% True False 4,450
40 6.200 4.656 1.544 28.4% 0.192 3.5% 51% False False 3,969
60 6.200 4.656 1.544 28.4% 0.180 3.3% 51% False False 3,334
80 6.200 4.656 1.544 28.4% 0.168 3.1% 51% False False 2,733
100 6.200 4.656 1.544 28.4% 0.157 2.9% 51% False False 2,292
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 0.042
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 7.115
2.618 6.478
1.618 6.088
1.000 5.847
0.618 5.698
HIGH 5.457
0.618 5.308
0.500 5.262
0.382 5.216
LOW 5.067
0.618 4.826
1.000 4.677
1.618 4.436
2.618 4.046
4.250 3.410
Fisher Pivots for day following 10-Dec-2009
Pivot 1 day 3 day
R1 5.383 5.383
PP 5.323 5.323
S1 5.262 5.262

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

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