NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 13-May-2010
Day Change Summary
Previous Current
12-May-2010 13-May-2010 Change Change % Previous Week
Open 4.541 4.641 0.100 2.2% 4.358
High 4.650 4.746 0.096 2.1% 4.495
Low 4.536 4.560 0.024 0.5% 4.268
Close 4.644 4.672 0.028 0.6% 4.425
Range 0.114 0.186 0.072 63.2% 0.227
ATR 0.152 0.155 0.002 1.6% 0.000
Volume 17,766 22,784 5,018 28.2% 70,165
Daily Pivots for day following 13-May-2010
Classic Woodie Camarilla DeMark
R4 5.217 5.131 4.774
R3 5.031 4.945 4.723
R2 4.845 4.845 4.706
R1 4.759 4.759 4.689 4.802
PP 4.659 4.659 4.659 4.681
S1 4.573 4.573 4.655 4.616
S2 4.473 4.473 4.638
S3 4.287 4.387 4.621
S4 4.101 4.201 4.570
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 4.746 4.306 0.440 9.4% 0.142 3.0% 83% True False 19,114
10 4.746 4.268 0.478 10.2% 0.137 2.9% 85% True False 17,498
20 4.802 4.268 0.534 11.4% 0.148 3.2% 76% False False 14,345
40 4.802 4.264 0.538 11.5% 0.155 3.3% 76% False False 14,327
60 5.701 4.264 1.437 30.8% 0.142 3.0% 28% False False 12,777
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.035
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.537
2.618 5.233
1.618 5.047
1.000 4.932
0.618 4.861
HIGH 4.746
0.618 4.675
0.500 4.653
0.382 4.631
LOW 4.560
0.618 4.445
1.000 4.374
1.618 4.259
2.618 4.073
4.250 3.770
Fisher Pivots for day following 13-May-2010
Pivot 1 day 3 day
R1 4.666 4.654
PP 4.659 4.636
S1 4.653 4.619

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

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