NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 29-Dec-2009
Day Change Summary
Previous Current
28-Dec-2009 29-Dec-2009 Change Change % Previous Week
Open 5.810 5.936 0.126 2.2% 5.883
High 5.932 5.953 0.021 0.4% 5.926
Low 5.790 5.783 -0.007 -0.1% 5.550
Close 5.931 5.798 -0.133 -2.2% 5.698
Range 0.142 0.170 0.028 19.7% 0.376
ATR 0.220 0.216 -0.004 -1.6% 0.000
Volume 6,225 7,632 1,407 22.6% 24,542
Daily Pivots for day following 29-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.355 6.246 5.892
R3 6.185 6.076 5.845
R2 6.015 6.015 5.829
R1 5.906 5.906 5.814 5.876
PP 5.845 5.845 5.845 5.829
S1 5.736 5.736 5.782 5.706
S2 5.675 5.675 5.767
S3 5.505 5.566 5.751
S4 5.335 5.396 5.705
Weekly Pivots for week ending 25-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.853 6.651 5.905
R3 6.477 6.275 5.801
R2 6.101 6.101 5.767
R1 5.899 5.899 5.732 5.812
PP 5.725 5.725 5.725 5.681
S1 5.523 5.523 5.664 5.436
S2 5.349 5.349 5.629
S3 4.973 5.147 5.595
S4 4.597 4.771 5.491
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.953 5.550 0.403 7.0% 0.189 3.3% 62% True False 6,385
10 5.953 5.499 0.454 7.8% 0.192 3.3% 66% True False 6,923
20 5.953 4.656 1.297 22.4% 0.213 3.7% 88% True False 6,682
40 5.953 4.656 1.297 22.4% 0.197 3.4% 88% True False 5,210
60 6.200 4.656 1.544 26.6% 0.187 3.2% 74% False False 4,343
80 6.200 4.656 1.544 26.6% 0.184 3.2% 74% False False 3,676
100 6.200 4.656 1.544 26.6% 0.164 2.8% 74% False False 3,087
120 6.200 4.656 1.544 26.6% 0.157 2.7% 74% False False 2,684
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.676
2.618 6.398
1.618 6.228
1.000 6.123
0.618 6.058
HIGH 5.953
0.618 5.888
0.500 5.868
0.382 5.848
LOW 5.783
0.618 5.678
1.000 5.613
1.618 5.508
2.618 5.338
4.250 5.061
Fisher Pivots for day following 29-Dec-2009
Pivot 1 day 3 day
R1 5.868 5.814
PP 5.845 5.808
S1 5.821 5.803

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

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