NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 31-Dec-2009
Day Change Summary
Previous Current
30-Dec-2009 31-Dec-2009 Change Change % Previous Week
Open 5.781 5.545 -0.236 -4.1% 5.883
High 5.858 5.794 -0.064 -1.1% 5.926
Low 5.665 5.486 -0.179 -3.2% 5.550
Close 5.678 5.545 -0.133 -2.3% 5.698
Range 0.193 0.308 0.115 59.6% 0.376
ATR 0.215 0.221 0.007 3.1% 0.000
Volume 3,522 5,593 2,071 58.8% 24,542
Daily Pivots for day following 31-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.532 6.347 5.714
R3 6.224 6.039 5.630
R2 5.916 5.916 5.601
R1 5.731 5.731 5.573 5.699
PP 5.608 5.608 5.608 5.593
S1 5.423 5.423 5.517 5.391
S2 5.300 5.300 5.489
S3 4.992 5.115 5.460
S4 4.684 4.807 5.376
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 5.486 0.467 8.4% 0.208 3.7% 13% False True 5,647
10 5.953 5.486 0.467 8.4% 0.218 3.9% 13% False True 6,845
20 5.953 4.656 1.297 23.4% 0.217 3.9% 69% False False 6,639
40 5.953 4.656 1.297 23.4% 0.202 3.6% 69% False False 5,178
60 6.200 4.656 1.544 27.8% 0.189 3.4% 58% False False 4,417
80 6.200 4.656 1.544 27.8% 0.188 3.4% 58% False False 3,774
100 6.200 4.656 1.544 27.8% 0.167 3.0% 58% False False 3,169
120 6.200 4.656 1.544 27.8% 0.160 2.9% 58% False False 2,727
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.032
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 7.103
2.618 6.600
1.618 6.292
1.000 6.102
0.618 5.984
HIGH 5.794
0.618 5.676
0.500 5.640
0.382 5.604
LOW 5.486
0.618 5.296
1.000 5.178
1.618 4.988
2.618 4.680
4.250 4.177
Fisher Pivots for day following 31-Dec-2009
Pivot 1 day 3 day
R1 5.640 5.720
PP 5.608 5.661
S1 5.577 5.603

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

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