NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 12-May-2010
Day Change Summary
Previous Current
11-May-2010 12-May-2010 Change Change % Previous Week
Open 4.382 4.524 0.142 3.2% 4.228
High 4.472 4.530 0.058 1.3% 4.385
Low 4.373 4.399 0.026 0.6% 4.140
Close 4.382 4.524 0.142 3.2% 4.298
Range 0.099 0.131 0.032 32.3% 0.245
ATR 0.155 0.155 -0.001 -0.3% 0.000
Volume 20,450 18,574 -1,876 -9.2% 67,064
Daily Pivots for day following 12-May-2010
Classic Woodie Camarilla DeMark
R4 4.877 4.832 4.596
R3 4.746 4.701 4.560
R2 4.615 4.615 4.548
R1 4.570 4.570 4.536 4.590
PP 4.484 4.484 4.484 4.494
S1 4.439 4.439 4.512 4.459
S2 4.353 4.353 4.500
S3 4.222 4.308 4.488
S4 4.091 4.177 4.452
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 5.009 4.899 4.433
R3 4.764 4.654 4.365
R2 4.519 4.519 4.343
R1 4.409 4.409 4.320 4.464
PP 4.274 4.274 4.274 4.302
S1 4.164 4.164 4.276 4.219
S2 4.029 4.029 4.253
S3 3.784 3.919 4.231
S4 3.539 3.674 4.163
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.530 4.140 0.390 8.6% 0.157 3.5% 98% True False 17,373
10 4.659 4.140 0.519 11.5% 0.162 3.6% 74% False False 14,820
20 4.680 4.140 0.540 11.9% 0.151 3.3% 71% False False 11,122
40 4.680 4.140 0.540 11.9% 0.153 3.4% 71% False False 9,055
60 5.656 4.140 1.516 33.5% 0.140 3.1% 25% False False 7,438
80 5.987 4.140 1.847 40.8% 0.140 3.1% 21% False False 6,138
100 6.160 4.140 2.020 44.7% 0.145 3.2% 19% False False 5,335
120 6.160 4.140 2.020 44.7% 0.149 3.3% 19% False False 4,754
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.087
2.618 4.873
1.618 4.742
1.000 4.661
0.618 4.611
HIGH 4.530
0.618 4.480
0.500 4.465
0.382 4.449
LOW 4.399
0.618 4.318
1.000 4.268
1.618 4.187
2.618 4.056
4.250 3.842
Fisher Pivots for day following 12-May-2010
Pivot 1 day 3 day
R1 4.504 4.491
PP 4.484 4.458
S1 4.465 4.425

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

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