NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 13-Jan-2010
Day Change Summary
Previous Current
12-Jan-2010 13-Jan-2010 Change Change % Previous Week
Open 5.450 5.538 0.088 1.6% 5.728
High 5.575 5.742 0.167 3.0% 5.956
Low 5.371 5.434 0.063 1.2% 5.588
Close 5.569 5.710 0.141 2.5% 5.707
Range 0.204 0.308 0.104 51.0% 0.368
ATR 0.235 0.240 0.005 2.2% 0.000
Volume 12,152 13,158 1,006 8.3% 47,434
Daily Pivots for day following 13-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.553 6.439 5.879
R3 6.245 6.131 5.795
R2 5.937 5.937 5.766
R1 5.823 5.823 5.738 5.880
PP 5.629 5.629 5.629 5.657
S1 5.515 5.515 5.682 5.572
S2 5.321 5.321 5.654
S3 5.013 5.207 5.625
S4 4.705 4.899 5.541
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 10.2% 0.240 4.2% 58% False False 12,948
10 5.956 5.371 0.585 10.2% 0.228 4.0% 58% False False 9,453
20 5.956 5.371 0.585 10.2% 0.210 3.7% 58% False False 8,188
40 5.956 4.656 1.300 22.8% 0.220 3.9% 81% False False 6,544
60 6.200 4.656 1.544 27.0% 0.198 3.5% 68% False False 5,574
80 6.200 4.656 1.544 27.0% 0.187 3.3% 68% False False 4,695
100 6.200 4.656 1.544 27.0% 0.179 3.1% 68% False False 3,981
120 6.200 4.656 1.544 27.0% 0.166 2.9% 68% False False 3,406
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 0.054
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 7.051
2.618 6.548
1.618 6.240
1.000 6.050
0.618 5.932
HIGH 5.742
0.618 5.624
0.500 5.588
0.382 5.552
LOW 5.434
0.618 5.244
1.000 5.126
1.618 4.936
2.618 4.628
4.250 4.125
Fisher Pivots for day following 13-Jan-2010
Pivot 1 day 3 day
R1 5.669 5.659
PP 5.629 5.608
S1 5.588 5.557

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

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