NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 18-May-2010
Day Change Summary
Previous Current
17-May-2010 18-May-2010 Change Change % Previous Week
Open 4.554 4.615 0.061 1.3% 4.430
High 4.616 4.702 0.086 1.9% 4.634
Low 4.497 4.517 0.020 0.4% 4.320
Close 4.608 4.561 -0.047 -1.0% 4.530
Range 0.119 0.185 0.066 55.5% 0.314
ATR 0.153 0.155 0.002 1.5% 0.000
Volume 18,247 18,934 687 3.8% 99,509
Daily Pivots for day following 18-May-2010
Classic Woodie Camarilla DeMark
R4 5.148 5.040 4.663
R3 4.963 4.855 4.612
R2 4.778 4.778 4.595
R1 4.670 4.670 4.578 4.632
PP 4.593 4.593 4.593 4.574
S1 4.485 4.485 4.544 4.447
S2 4.408 4.408 4.527
S3 4.223 4.300 4.510
S4 4.038 4.115 4.459
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 5.437 5.297 4.703
R3 5.123 4.983 4.616
R2 4.809 4.809 4.588
R1 4.669 4.669 4.559 4.739
PP 4.495 4.495 4.495 4.530
S1 4.355 4.355 4.501 4.425
S2 4.181 4.181 4.472
S3 3.867 4.041 4.444
S4 3.553 3.727 4.357
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.702 4.399 0.303 6.6% 0.152 3.3% 53% True False 20,227
10 4.702 4.140 0.562 12.3% 0.152 3.3% 75% True False 18,204
20 4.702 4.140 0.562 12.3% 0.153 3.4% 75% True False 13,522
40 4.702 4.140 0.562 12.3% 0.158 3.5% 75% True False 10,662
60 5.250 4.140 1.110 24.3% 0.142 3.1% 38% False False 8,618
80 5.971 4.140 1.831 40.1% 0.143 3.1% 23% False False 7,072
100 6.160 4.140 2.020 44.3% 0.145 3.2% 21% False False 6,030
120 6.160 4.140 2.020 44.3% 0.150 3.3% 21% False False 5,406
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 0.048
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.488
2.618 5.186
1.618 5.001
1.000 4.887
0.618 4.816
HIGH 4.702
0.618 4.631
0.500 4.610
0.382 4.588
LOW 4.517
0.618 4.403
1.000 4.332
1.618 4.218
2.618 4.033
4.250 3.731
Fisher Pivots for day following 18-May-2010
Pivot 1 day 3 day
R1 4.610 4.585
PP 4.593 4.577
S1 4.577 4.569

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

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