NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 21-Jan-2010
Day Change Summary
Previous Current
20-Jan-2010 21-Jan-2010 Change Change % Previous Week
Open 5.488 5.488 0.000 0.0% 5.457
High 5.567 5.676 0.109 2.0% 5.752
Low 5.464 5.472 0.008 0.1% 5.371
Close 5.488 5.575 0.087 1.6% 5.687
Range 0.103 0.204 0.101 98.1% 0.381
ATR 0.228 0.226 -0.002 -0.7% 0.000
Volume 14,076 8,516 -5,560 -39.5% 72,526
Daily Pivots for day following 21-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.186 6.085 5.687
R3 5.982 5.881 5.631
R2 5.778 5.778 5.612
R1 5.677 5.677 5.594 5.728
PP 5.574 5.574 5.574 5.600
S1 5.473 5.473 5.556 5.524
S2 5.370 5.370 5.538
S3 5.166 5.269 5.519
S4 4.962 5.065 5.463
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.746 6.598 5.897
R3 6.365 6.217 5.792
R2 5.984 5.984 5.757
R1 5.836 5.836 5.722 5.910
PP 5.603 5.603 5.603 5.641
S1 5.455 5.455 5.652 5.529
S2 5.222 5.222 5.617
S3 4.841 5.074 5.582
S4 4.460 4.693 5.477
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.752 5.460 0.292 5.2% 0.192 3.5% 39% False False 13,795
10 5.956 5.371 0.585 10.5% 0.216 3.9% 35% False False 13,372
20 5.956 5.371 0.585 10.5% 0.210 3.8% 35% False False 9,771
40 5.956 4.656 1.300 23.3% 0.221 4.0% 71% False False 7,860
60 5.956 4.656 1.300 23.3% 0.201 3.6% 71% False False 6,501
80 6.200 4.656 1.544 27.7% 0.192 3.4% 60% False False 5,453
100 6.200 4.656 1.544 27.7% 0.185 3.3% 60% False False 4,649
120 6.200 4.656 1.544 27.7% 0.169 3.0% 60% False False 3,959
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.050
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.543
2.618 6.210
1.618 6.006
1.000 5.880
0.618 5.802
HIGH 5.676
0.618 5.598
0.500 5.574
0.382 5.550
LOW 5.472
0.618 5.346
1.000 5.268
1.618 5.142
2.618 4.938
4.250 4.605
Fisher Pivots for day following 21-Jan-2010
Pivot 1 day 3 day
R1 5.575 5.573
PP 5.574 5.570
S1 5.574 5.568

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

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