NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 12-Jan-2010
Day Change Summary
Previous Current
11-Jan-2010 12-Jan-2010 Change Change % Previous Week
Open 5.457 5.450 -0.007 -0.1% 5.728
High 5.627 5.575 -0.052 -0.9% 5.956
Low 5.389 5.371 -0.018 -0.3% 5.588
Close 5.457 5.569 0.112 2.1% 5.707
Range 0.238 0.204 -0.034 -14.3% 0.368
ATR 0.237 0.235 -0.002 -1.0% 0.000
Volume 12,672 12,152 -520 -4.1% 47,434
Daily Pivots for day following 12-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.117 6.047 5.681
R3 5.913 5.843 5.625
R2 5.709 5.709 5.606
R1 5.639 5.639 5.588 5.674
PP 5.505 5.505 5.505 5.523
S1 5.435 5.435 5.550 5.470
S2 5.301 5.301 5.532
S3 5.097 5.231 5.513
S4 4.893 5.027 5.457
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.854 6.649 5.909
R3 6.486 6.281 5.808
R2 6.118 6.118 5.774
R1 5.913 5.913 5.741 5.832
PP 5.750 5.750 5.750 5.710
S1 5.545 5.545 5.673 5.464
S2 5.382 5.382 5.640
S3 5.014 5.177 5.606
S4 4.646 4.809 5.505
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.956 5.371 0.585 10.5% 0.226 4.1% 34% False True 12,045
10 5.956 5.371 0.585 10.5% 0.214 3.8% 34% False True 8,900
20 5.956 5.357 0.599 10.8% 0.204 3.7% 35% False False 7,785
40 5.956 4.656 1.300 23.3% 0.216 3.9% 70% False False 6,328
60 6.200 4.656 1.544 27.7% 0.197 3.5% 59% False False 5,392
80 6.200 4.656 1.544 27.7% 0.185 3.3% 59% False False 4,565
100 6.200 4.656 1.544 27.7% 0.177 3.2% 59% False False 3,852
120 6.200 4.656 1.544 27.7% 0.165 3.0% 59% False False 3,301
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 0.045
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.442
2.618 6.109
1.618 5.905
1.000 5.779
0.618 5.701
HIGH 5.575
0.618 5.497
0.500 5.473
0.382 5.449
LOW 5.371
0.618 5.245
1.000 5.167
1.618 5.041
2.618 4.837
4.250 4.504
Fisher Pivots for day following 12-Jan-2010
Pivot 1 day 3 day
R1 5.537 5.578
PP 5.505 5.575
S1 5.473 5.572

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

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