NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 27-May-2010
Day Change Summary
Previous Current
26-May-2010 27-May-2010 Change Change % Previous Week
Open 4.274 4.292 0.018 0.4% 4.554
High 4.436 4.451 0.015 0.3% 4.702
Low 4.274 4.290 0.016 0.4% 4.232
Close 4.309 4.422 0.113 2.6% 4.241
Range 0.162 0.161 -0.001 -0.6% 0.470
ATR 0.152 0.153 0.001 0.4% 0.000
Volume 12,566 14,802 2,236 17.8% 89,269
Daily Pivots for day following 27-May-2010
Classic Woodie Camarilla DeMark
R4 4.871 4.807 4.511
R3 4.710 4.646 4.466
R2 4.549 4.549 4.452
R1 4.485 4.485 4.437 4.517
PP 4.388 4.388 4.388 4.404
S1 4.324 4.324 4.407 4.356
S2 4.227 4.227 4.392
S3 4.066 4.163 4.378
S4 3.905 4.002 4.333
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 5.802 5.491 4.500
R3 5.332 5.021 4.370
R2 4.862 4.862 4.327
R1 4.551 4.551 4.284 4.472
PP 4.392 4.392 4.392 4.352
S1 4.081 4.081 4.198 4.002
S2 3.922 3.922 4.155
S3 3.452 3.611 4.112
S4 2.982 3.141 3.983
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.451 4.168 0.283 6.4% 0.134 3.0% 90% True False 12,838
10 4.702 4.168 0.534 12.1% 0.142 3.2% 48% False False 16,238
20 4.702 4.140 0.562 12.7% 0.144 3.3% 50% False False 16,173
40 4.702 4.140 0.562 12.7% 0.162 3.7% 50% False False 12,222
60 5.081 4.140 0.941 21.3% 0.146 3.3% 30% False False 9,964
80 5.884 4.140 1.744 39.4% 0.144 3.3% 16% False False 8,187
100 6.160 4.140 2.020 45.7% 0.144 3.3% 14% False False 6,900
120 6.160 4.140 2.020 45.7% 0.147 3.3% 14% False False 6,160
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.135
2.618 4.872
1.618 4.711
1.000 4.612
0.618 4.550
HIGH 4.451
0.618 4.389
0.500 4.371
0.382 4.352
LOW 4.290
0.618 4.191
1.000 4.129
1.618 4.030
2.618 3.869
4.250 3.606
Fisher Pivots for day following 27-May-2010
Pivot 1 day 3 day
R1 4.405 4.385
PP 4.388 4.347
S1 4.371 4.310

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

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