NYMEX Natural Gas Future May 2010

Trading Metrics calculated at close of trading on 18-Dec-2009

Day Change Summary
	Previous	Current
	17-Dec-2009	18-Dec-2009	Change	Change %	Previous Week
Open	5.570	5.817	0.247	4.4%	5.494
High	5.882	5.901	0.019	0.3%	5.901
Low	5.570	5.746	0.176	3.2%	5.357
Close	5.784	5.798	0.014	0.2%	5.798
Range	0.312	0.155	-0.157	-50.3%	0.544
ATR	0.222	0.217	-0.005	-2.2%	0.000
Volume	5,754	15,188	9,434	164.0%	35,931

Daily Pivots for day following 18-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.280	6.194	5.883
R3	6.125	6.039	5.841
R2	5.970	5.970	5.826
R1	5.884	5.884	5.812	5.850
PP	5.815	5.815	5.815	5.798
S1	5.729	5.729	5.784	5.695
S2	5.660	5.660	5.770
S3	5.505	5.574	5.755
S4	5.350	5.419	5.713

Weekly Pivots for week ending 18-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	7.317	7.102	6.097
R3	6.773	6.558	5.948
R2	6.229	6.229	5.898
R1	6.014	6.014	5.848	6.122
PP	5.685	5.685	5.685	5.739
S1	5.470	5.470	5.748	5.578
S2	5.141	5.141	5.698
S3	4.597	4.926	5.648
S4	4.053	4.382	5.499

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.901	5.357	0.544	9.4%	0.179	3.1%	81%	True	False	7,186
10	5.901	4.853	1.048	18.1%	0.225	3.9%	90%	True	False	7,362
20	5.901	4.656	1.245	21.5%	0.228	3.9%	92%	True	False	5,756
40	6.003	4.656	1.347	23.2%	0.195	3.4%	85%	False	False	4,791
60	6.200	4.656	1.544	26.6%	0.183	3.2%	74%	False	False	3,947
80	6.200	4.656	1.544	26.6%	0.177	3.1%	74%	False	False	3,292
100	6.200	4.656	1.544	26.6%	0.160	2.8%	74%	False	False	2,734
120	6.200	4.656	1.544	26.6%	0.152	2.6%	74%	False	False	2,387

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	0.046
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.560
2.618	6.307
1.618	6.152
1.000	6.056
0.618	5.997
HIGH	5.901
0.618	5.842
0.500	5.824
0.382	5.805
LOW	5.746
0.618	5.650
1.000	5.591
1.618	5.495
2.618	5.340
4.250	5.087

Fisher Pivots for day following 18-Dec-2009
Pivot	1 day	3 day
R1	5.824	5.765
PP	5.815	5.733
S1	5.807	5.700

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols