NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 17-Dec-2009
Day Change Summary
Previous Current
16-Dec-2009 17-Dec-2009 Change Change % Previous Week
Open 5.618 5.570 -0.048 -0.9% 4.880
High 5.630 5.882 0.252 4.5% 5.506
Low 5.499 5.570 0.071 1.3% 4.853
Close 5.541 5.784 0.243 4.4% 5.343
Range 0.131 0.312 0.181 138.2% 0.653
ATR 0.213 0.222 0.009 4.3% 0.000
Volume 5,119 5,754 635 12.4% 37,690
Daily Pivots for day following 17-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.681 6.545 5.956
R3 6.369 6.233 5.870
R2 6.057 6.057 5.841
R1 5.921 5.921 5.813 5.989
PP 5.745 5.745 5.745 5.780
S1 5.609 5.609 5.755 5.677
S2 5.433 5.433 5.727
S3 5.121 5.297 5.698
S4 4.809 4.985 5.612
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 5.882 5.294 0.588 10.2% 0.190 3.3% 83% True False 6,446
10 5.882 4.682 1.200 20.7% 0.229 4.0% 92% True False 6,394
20 5.882 4.656 1.226 21.2% 0.229 4.0% 92% True False 5,224
40 6.120 4.656 1.464 25.3% 0.196 3.4% 77% False False 4,483
60 6.200 4.656 1.544 26.7% 0.183 3.2% 73% False False 3,732
80 6.200 4.656 1.544 26.7% 0.175 3.0% 73% False False 3,109
100 6.200 4.656 1.544 26.7% 0.160 2.8% 73% False False 2,586
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 0.039
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 7.208
2.618 6.699
1.618 6.387
1.000 6.194
0.618 6.075
HIGH 5.882
0.618 5.763
0.500 5.726
0.382 5.689
LOW 5.570
0.618 5.377
1.000 5.258
1.618 5.065
2.618 4.753
4.250 4.244
Fisher Pivots for day following 17-Dec-2009
Pivot 1 day 3 day
R1 5.765 5.753
PP 5.745 5.722
S1 5.726 5.691

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

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