NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 24-Dec-2009
Day Change Summary
Previous Current
23-Dec-2009 24-Dec-2009 Change Change % Previous Week
Open 5.649 5.880 0.231 4.1% 5.494
High 5.850 5.900 0.050 0.9% 5.901
Low 5.642 5.674 0.032 0.6% 5.357
Close 5.830 5.698 -0.132 -2.3% 5.798
Range 0.208 0.226 0.018 8.7% 0.544
ATR 0.218 0.219 0.001 0.2% 0.000
Volume 7,029 5,264 -1,765 -25.1% 35,931
Daily Pivots for day following 24-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.435 6.293 5.822
R3 6.209 6.067 5.760
R2 5.983 5.983 5.739
R1 5.841 5.841 5.719 5.799
PP 5.757 5.757 5.757 5.737
S1 5.615 5.615 5.677 5.573
S2 5.531 5.531 5.657
S3 5.305 5.389 5.636
S4 5.079 5.163 5.574
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 5.926 5.550 0.376 6.6% 0.211 3.7% 39% False False 7,946
10 5.926 5.294 0.632 11.1% 0.201 3.5% 64% False False 7,196
20 5.926 4.656 1.270 22.3% 0.231 4.1% 82% False False 6,363
40 5.926 4.656 1.270 22.3% 0.200 3.5% 82% False False 5,096
60 6.200 4.656 1.544 27.1% 0.189 3.3% 67% False False 4,198
80 6.200 4.656 1.544 27.1% 0.183 3.2% 67% False False 3,525
100 6.200 4.656 1.544 27.1% 0.164 2.9% 67% False False 2,964
120 6.200 4.656 1.544 27.1% 0.156 2.7% 67% False False 2,582
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.033
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.861
2.618 6.492
1.618 6.266
1.000 6.126
0.618 6.040
HIGH 5.900
0.618 5.814
0.500 5.787
0.382 5.760
LOW 5.674
0.618 5.534
1.000 5.448
1.618 5.308
2.618 5.082
4.250 4.714
Fisher Pivots for day following 24-Dec-2009
Pivot 1 day 3 day
R1 5.787 5.725
PP 5.757 5.716
S1 5.728 5.707

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

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