NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 17-May-2010
Day Change Summary
Previous Current
14-May-2010 17-May-2010 Change Change % Previous Week
Open 4.664 4.639 -0.025 -0.5% 4.446
High 4.672 4.718 0.046 1.0% 4.746
Low 4.574 4.600 0.026 0.6% 4.444
Close 4.638 4.705 0.067 1.4% 4.638
Range 0.098 0.118 0.020 20.4% 0.302
ATR 0.151 0.148 -0.002 -1.6% 0.000
Volume 29,663 25,373 -4,290 -14.5% 106,316
Daily Pivots for day following 17-May-2010
Classic Woodie Camarilla DeMark
R4 5.028 4.985 4.770
R3 4.910 4.867 4.737
R2 4.792 4.792 4.727
R1 4.749 4.749 4.716 4.771
PP 4.674 4.674 4.674 4.685
S1 4.631 4.631 4.694 4.653
S2 4.556 4.556 4.683
S3 4.438 4.513 4.673
S4 4.320 4.395 4.640
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 4.491 0.255 5.4% 0.124 2.6% 84% False False 23,018
10 4.746 4.268 0.478 10.2% 0.132 2.8% 91% False False 18,754
20 4.802 4.268 0.534 11.3% 0.146 3.1% 82% False False 15,778
40 4.802 4.264 0.538 11.4% 0.153 3.2% 82% False False 15,011
60 5.370 4.264 1.106 23.5% 0.140 3.0% 40% False False 13,382
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 0.032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.220
2.618 5.027
1.618 4.909
1.000 4.836
0.618 4.791
HIGH 4.718
0.618 4.673
0.500 4.659
0.382 4.645
LOW 4.600
0.618 4.527
1.000 4.482
1.618 4.409
2.618 4.291
4.250 4.099
Fisher Pivots for day following 17-May-2010
Pivot 1 day 3 day
R1 4.690 4.688
PP 4.674 4.670
S1 4.659 4.653

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

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