NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 14-Dec-2009
Day Change Summary
Previous Current
11-Dec-2009 14-Dec-2009 Change Change % Previous Week
Open 5.430 5.494 0.064 1.2% 4.880
High 5.506 5.545 0.039 0.7% 5.506
Low 5.294 5.357 0.063 1.2% 4.853
Close 5.343 5.494 0.151 2.8% 5.343
Range 0.212 0.188 -0.024 -11.3% 0.653
ATR 0.228 0.226 -0.002 -0.8% 0.000
Volume 11,488 5,100 -6,388 -55.6% 37,690
Daily Pivots for day following 14-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.029 5.950 5.597
R3 5.841 5.762 5.546
R2 5.653 5.653 5.528
R1 5.574 5.574 5.511 5.588
PP 5.465 5.465 5.465 5.473
S1 5.386 5.386 5.477 5.400
S2 5.277 5.277 5.460
S3 5.089 5.198 5.442
S4 4.901 5.010 5.391
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 7.193 6.921 5.702
R3 6.540 6.268 5.523
R2 5.887 5.887 5.463
R1 5.615 5.615 5.403 5.751
PP 5.234 5.234 5.234 5.302
S1 4.962 4.962 5.283 5.098
S2 4.581 4.581 5.223
S3 3.928 4.309 5.163
S4 3.275 3.656 4.984
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.545 5.067 0.478 8.7% 0.242 4.4% 89% True False 7,557
10 5.545 4.656 0.889 16.2% 0.235 4.3% 94% True False 6,441
20 5.545 4.656 0.889 16.2% 0.230 4.2% 94% True False 4,901
40 6.200 4.656 1.544 28.1% 0.192 3.5% 54% False False 4,267
60 6.200 4.656 1.544 28.1% 0.180 3.3% 54% False False 3,531
80 6.200 4.656 1.544 28.1% 0.172 3.1% 54% False False 2,930
100 6.200 4.656 1.544 28.1% 0.157 2.9% 54% False False 2,450
Crabel Price Patterns
NR True
NR4 True
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 0.046
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.344
2.618 6.037
1.618 5.849
1.000 5.733
0.618 5.661
HIGH 5.545
0.618 5.473
0.500 5.451
0.382 5.429
LOW 5.357
0.618 5.241
1.000 5.169
1.618 5.053
2.618 4.865
4.250 4.558
Fisher Pivots for day following 14-Dec-2009
Pivot 1 day 3 day
R1 5.480 5.431
PP 5.465 5.369
S1 5.451 5.306

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

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