NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 20-May-2010
Day Change Summary
Previous Current
19-May-2010 20-May-2010 Change Change % Previous Week
Open 4.610 4.512 -0.098 -2.1% 4.446
High 4.636 4.512 -0.124 -2.7% 4.746
Low 4.450 4.115 -0.335 -7.5% 4.444
Close 4.480 4.421 -0.059 -1.3% 4.638
Range 0.186 0.397 0.211 113.4% 0.302
ATR 0.155 0.172 0.017 11.2% 0.000
Volume 29,394 19,564 -9,830 -33.4% 106,316
Daily Pivots for day following 20-May-2010
Classic Woodie Camarilla DeMark
R4 5.540 5.378 4.639
R3 5.143 4.981 4.530
R2 4.746 4.746 4.494
R1 4.584 4.584 4.457 4.467
PP 4.349 4.349 4.349 4.291
S1 4.187 4.187 4.385 4.070
S2 3.952 3.952 4.348
S3 3.555 3.790 4.312
S4 3.158 3.393 4.203
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 4.115 0.680 15.4% 0.197 4.4% 45% False True 25,471
10 4.795 4.115 0.680 15.4% 0.169 3.8% 45% False True 22,293
20 4.802 4.115 0.687 15.5% 0.165 3.7% 45% False True 18,157
40 4.802 4.115 0.687 15.5% 0.165 3.7% 45% False True 15,952
60 5.299 4.115 1.184 26.8% 0.147 3.3% 26% False True 14,076
80 6.000 4.115 1.885 42.6% 0.146 3.3% 16% False True 12,762
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Widest range in 81 trading days
Fibonacci Retracements and Extensions
4.250 6.199
2.618 5.551
1.618 5.154
1.000 4.909
0.618 4.757
HIGH 4.512
0.618 4.360
0.500 4.314
0.382 4.267
LOW 4.115
0.618 3.870
1.000 3.718
1.618 3.473
2.618 3.076
4.250 2.428
Fisher Pivots for day following 20-May-2010
Pivot 1 day 3 day
R1 4.385 4.455
PP 4.349 4.444
S1 4.314 4.432

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

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