NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 21-May-2010
Day Change Summary
Previous Current
20-May-2010 21-May-2010 Change Change % Previous Week
Open 4.512 4.400 -0.112 -2.5% 4.639
High 4.512 4.478 -0.034 -0.8% 4.795
Low 4.115 4.335 0.220 5.3% 4.115
Close 4.421 4.343 -0.078 -1.8% 4.343
Range 0.397 0.143 -0.254 -64.0% 0.680
ATR 0.172 0.170 -0.002 -1.2% 0.000
Volume 19,564 18,349 -1,215 -6.2% 116,045
Daily Pivots for day following 21-May-2010
Classic Woodie Camarilla DeMark
R4 4.814 4.722 4.422
R3 4.671 4.579 4.382
R2 4.528 4.528 4.369
R1 4.436 4.436 4.356 4.411
PP 4.385 4.385 4.385 4.373
S1 4.293 4.293 4.330 4.268
S2 4.242 4.242 4.317
S3 4.099 4.150 4.304
S4 3.956 4.007 4.264
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 6.458 6.080 4.717
R3 5.778 5.400 4.530
R2 5.098 5.098 4.468
R1 4.720 4.720 4.405 4.569
PP 4.418 4.418 4.418 4.342
S1 4.040 4.040 4.281 3.889
S2 3.738 3.738 4.218
S3 3.058 3.360 4.156
S4 2.378 2.680 3.969
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 15.7% 0.206 4.7% 34% False False 23,209
10 4.795 4.115 0.680 15.7% 0.170 3.9% 34% False False 22,236
20 4.802 4.115 0.687 15.8% 0.160 3.7% 33% False False 18,294
40 4.802 4.115 0.687 15.8% 0.164 3.8% 33% False False 16,108
60 5.299 4.115 1.184 27.3% 0.148 3.4% 19% False False 14,268
80 6.000 4.115 1.885 43.4% 0.145 3.3% 12% False False 12,913
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.035
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.086
2.618 4.852
1.618 4.709
1.000 4.621
0.618 4.566
HIGH 4.478
0.618 4.423
0.500 4.407
0.382 4.390
LOW 4.335
0.618 4.247
1.000 4.192
1.618 4.104
2.618 3.961
4.250 3.727
Fisher Pivots for day following 21-May-2010
Pivot 1 day 3 day
R1 4.407 4.376
PP 4.385 4.365
S1 4.364 4.354

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

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