NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 14-May-2010
Day Change Summary
Previous Current
13-May-2010 14-May-2010 Change Change % Previous Week
Open 4.641 4.664 0.023 0.5% 4.446
High 4.746 4.672 -0.074 -1.6% 4.746
Low 4.560 4.574 0.014 0.3% 4.444
Close 4.672 4.638 -0.034 -0.7% 4.638
Range 0.186 0.098 -0.088 -47.3% 0.302
ATR 0.155 0.151 -0.004 -2.6% 0.000
Volume 22,784 29,663 6,879 30.2% 106,316
Daily Pivots for day following 14-May-2010
Classic Woodie Camarilla DeMark
R4 4.922 4.878 4.692
R3 4.824 4.780 4.665
R2 4.726 4.726 4.656
R1 4.682 4.682 4.647 4.655
PP 4.628 4.628 4.628 4.615
S1 4.584 4.584 4.629 4.557
S2 4.530 4.530 4.620
S3 4.432 4.486 4.611
S4 4.334 4.388 4.584
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 5.515 5.379 4.804
R3 5.213 5.077 4.721
R2 4.911 4.911 4.693
R1 4.775 4.775 4.666 4.843
PP 4.609 4.609 4.609 4.644
S1 4.473 4.473 4.610 4.541
S2 4.307 4.307 4.583
S3 4.005 4.171 4.555
S4 3.703 3.869 4.472
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.746 4.444 0.302 6.5% 0.133 2.9% 64% False False 21,263
10 4.746 4.268 0.478 10.3% 0.129 2.8% 77% False False 17,648
20 4.802 4.268 0.534 11.5% 0.147 3.2% 69% False False 15,038
40 4.802 4.264 0.538 11.6% 0.152 3.3% 70% False False 14,973
60 5.520 4.264 1.256 27.1% 0.140 3.0% 30% False False 13,128
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.031
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5.089
2.618 4.929
1.618 4.831
1.000 4.770
0.618 4.733
HIGH 4.672
0.618 4.635
0.500 4.623
0.382 4.611
LOW 4.574
0.618 4.513
1.000 4.476
1.618 4.415
2.618 4.317
4.250 4.158
Fisher Pivots for day following 14-May-2010
Pivot 1 day 3 day
R1 4.633 4.641
PP 4.628 4.640
S1 4.623 4.639

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

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