NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 19-May-2010
Day Change Summary
Previous Current
18-May-2010 19-May-2010 Change Change % Previous Week
Open 4.715 4.610 -0.105 -2.2% 4.446
High 4.795 4.636 -0.159 -3.3% 4.746
Low 4.611 4.450 -0.161 -3.5% 4.444
Close 4.655 4.480 -0.175 -3.8% 4.638
Range 0.184 0.186 0.002 1.1% 0.302
ATR 0.151 0.155 0.004 2.6% 0.000
Volume 23,365 29,394 6,029 25.8% 106,316
Daily Pivots for day following 19-May-2010
Classic Woodie Camarilla DeMark
R4 5.080 4.966 4.582
R3 4.894 4.780 4.531
R2 4.708 4.708 4.514
R1 4.594 4.594 4.497 4.558
PP 4.522 4.522 4.522 4.504
S1 4.408 4.408 4.463 4.372
S2 4.336 4.336 4.446
S3 4.150 4.222 4.429
S4 3.964 4.036 4.378
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 4.795 4.450 0.345 7.7% 0.154 3.4% 9% False True 26,115
10 4.795 4.268 0.527 11.8% 0.152 3.4% 40% False False 21,758
20 4.802 4.268 0.534 11.9% 0.155 3.4% 40% False False 17,525
40 4.802 4.264 0.538 12.0% 0.156 3.5% 40% False False 15,748
60 5.327 4.264 1.063 23.7% 0.142 3.2% 20% False False 13,901
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.040
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.427
2.618 5.123
1.618 4.937
1.000 4.822
0.618 4.751
HIGH 4.636
0.618 4.565
0.500 4.543
0.382 4.521
LOW 4.450
0.618 4.335
1.000 4.264
1.618 4.149
2.618 3.963
4.250 3.660
Fisher Pivots for day following 19-May-2010
Pivot 1 day 3 day
R1 4.543 4.623
PP 4.522 4.575
S1 4.501 4.528

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

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