NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 30-Dec-2009
Day Change Summary
Previous Current
29-Dec-2009 30-Dec-2009 Change Change % Previous Week
Open 5.936 5.781 -0.155 -2.6% 5.883
High 5.953 5.858 -0.095 -1.6% 5.926
Low 5.783 5.665 -0.118 -2.0% 5.550
Close 5.798 5.678 -0.120 -2.1% 5.698
Range 0.170 0.193 0.023 13.5% 0.376
ATR 0.216 0.215 -0.002 -0.8% 0.000
Volume 7,632 3,522 -4,110 -53.9% 24,542
Daily Pivots for day following 30-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.313 6.188 5.784
R3 6.120 5.995 5.731
R2 5.927 5.927 5.713
R1 5.802 5.802 5.696 5.768
PP 5.734 5.734 5.734 5.717
S1 5.609 5.609 5.660 5.575
S2 5.541 5.541 5.643
S3 5.348 5.416 5.625
S4 5.155 5.223 5.572
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 5.642 0.311 5.5% 0.188 3.3% 12% False False 5,934
10 5.953 5.499 0.454 8.0% 0.200 3.5% 39% False False 6,798
20 5.953 4.656 1.297 22.8% 0.214 3.8% 79% False False 6,638
40 5.953 4.656 1.297 22.8% 0.198 3.5% 79% False False 5,209
60 6.200 4.656 1.544 27.2% 0.187 3.3% 66% False False 4,369
80 6.200 4.656 1.544 27.2% 0.185 3.3% 66% False False 3,711
100 6.200 4.656 1.544 27.2% 0.165 2.9% 66% False False 3,115
120 6.200 4.656 1.544 27.2% 0.158 2.8% 66% False False 2,692
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.678
2.618 6.363
1.618 6.170
1.000 6.051
0.618 5.977
HIGH 5.858
0.618 5.784
0.500 5.762
0.382 5.739
LOW 5.665
0.618 5.546
1.000 5.472
1.618 5.353
2.618 5.160
4.250 4.845
Fisher Pivots for day following 30-Dec-2009
Pivot 1 day 3 day
R1 5.762 5.809
PP 5.734 5.765
S1 5.706 5.722

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

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