NYMEX Natural Gas Future October 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 4.535 4.541 0.006 0.1% 4.358
High 4.594 4.650 0.056 1.2% 4.495
Low 4.491 4.536 0.045 1.0% 4.268
Close 4.509 4.644 0.135 3.0% 4.425
Range 0.103 0.114 0.011 10.7% 0.227
ATR 0.153 0.152 -0.001 -0.6% 0.000
Volume 19,504 17,766 -1,738 -8.9% 70,165
Daily Pivots for day following 12-May-2010
Classic Woodie Camarilla DeMark
R4 4.952 4.912 4.707
R3 4.838 4.798 4.675
R2 4.724 4.724 4.665
R1 4.684 4.684 4.654 4.704
PP 4.610 4.610 4.610 4.620
S1 4.570 4.570 4.634 4.590
S2 4.496 4.496 4.623
S3 4.382 4.456 4.613
S4 4.268 4.342 4.581
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 5.077 4.978 4.550
R3 4.850 4.751 4.487
R2 4.623 4.623 4.467
R1 4.524 4.524 4.446 4.574
PP 4.396 4.396 4.396 4.421
S1 4.297 4.297 4.404 4.347
S2 4.169 4.169 4.383
S3 3.942 4.070 4.363
S4 3.715 3.843 4.300
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.650 4.268 0.382 8.2% 0.150 3.2% 98% True False 17,402
10 4.766 4.268 0.498 10.7% 0.157 3.4% 76% False False 16,350
20 4.802 4.268 0.534 11.5% 0.150 3.2% 70% False False 13,976
40 4.811 4.264 0.547 11.8% 0.153 3.3% 69% False False 13,906
60 5.750 4.264 1.486 32.0% 0.140 3.0% 26% False False 12,518
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 0.029
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.135
2.618 4.948
1.618 4.834
1.000 4.764
0.618 4.720
HIGH 4.650
0.618 4.606
0.500 4.593
0.382 4.580
LOW 4.536
0.618 4.466
1.000 4.422
1.618 4.352
2.618 4.238
4.250 4.052
Fisher Pivots for day following 12-May-2010
Pivot 1 day 3 day
R1 4.627 4.612
PP 4.610 4.579
S1 4.593 4.547

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

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