NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 27-Jan-2010
Day Change Summary
Previous Current
26-Jan-2010 27-Jan-2010 Change Change % Previous Week
Open 5.643 5.430 -0.213 -3.8% 5.609
High 5.643 5.460 -0.183 -3.2% 5.767
Low 5.424 5.217 -0.207 -3.8% 5.460
Close 5.459 5.258 -0.201 -3.7% 5.718
Range 0.219 0.243 0.024 11.0% 0.307
ATR 0.220 0.221 0.002 0.8% 0.000
Volume 10,332 11,723 1,391 13.5% 47,763
Daily Pivots for day following 27-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.041 5.892 5.392
R3 5.798 5.649 5.325
R2 5.555 5.555 5.303
R1 5.406 5.406 5.280 5.359
PP 5.312 5.312 5.312 5.288
S1 5.163 5.163 5.236 5.116
S2 5.069 5.069 5.213
S3 4.826 4.920 5.191
S4 4.583 4.677 5.124
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.569 6.451 5.887
R3 6.262 6.144 5.802
R2 5.955 5.955 5.774
R1 5.837 5.837 5.746 5.896
PP 5.648 5.648 5.648 5.678
S1 5.530 5.530 5.690 5.589
S2 5.341 5.341 5.662
S3 5.034 5.223 5.634
S4 4.727 4.916 5.549
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.767 5.217 0.550 10.5% 0.187 3.6% 7% False True 12,422
10 5.767 5.217 0.550 10.5% 0.200 3.8% 7% False True 13,573
20 5.956 5.217 0.739 14.1% 0.207 3.9% 6% False True 11,236
40 5.956 4.656 1.300 24.7% 0.213 4.0% 46% False False 8,846
60 5.956 4.656 1.300 24.7% 0.202 3.8% 46% False False 7,167
80 6.200 4.656 1.544 29.4% 0.193 3.7% 39% False False 5,993
100 6.200 4.656 1.544 29.4% 0.189 3.6% 39% False False 5,119
120 6.200 4.656 1.544 29.4% 0.171 3.3% 39% False False 4,388
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 0.036
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 6.493
2.618 6.096
1.618 5.853
1.000 5.703
0.618 5.610
HIGH 5.460
0.618 5.367
0.500 5.339
0.382 5.310
LOW 5.217
0.618 5.067
1.000 4.974
1.618 4.824
2.618 4.581
4.250 4.184
Fisher Pivots for day following 27-Jan-2010
Pivot 1 day 3 day
R1 5.339 5.486
PP 5.312 5.410
S1 5.285 5.334

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

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