NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 27-May-2010
Day Change Summary
Previous Current
26-May-2010 27-May-2010 Change Change % Previous Week
Open 4.394 4.432 0.038 0.9% 4.639
High 4.539 4.560 0.021 0.5% 4.795
Low 4.378 4.394 0.016 0.4% 4.115
Close 4.417 4.527 0.110 2.5% 4.343
Range 0.161 0.166 0.005 3.1% 0.680
ATR 0.163 0.163 0.000 0.1% 0.000
Volume 13,327 16,596 3,269 24.5% 116,045
Daily Pivots for day following 27-May-2010
Classic Woodie Camarilla DeMark
R4 4.992 4.925 4.618
R3 4.826 4.759 4.573
R2 4.660 4.660 4.557
R1 4.593 4.593 4.542 4.627
PP 4.494 4.494 4.494 4.510
S1 4.427 4.427 4.512 4.461
S2 4.328 4.328 4.497
S3 4.162 4.261 4.481
S4 3.996 4.095 4.436
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 4.560 4.270 0.290 6.4% 0.135 3.0% 89% True False 15,304
10 4.795 4.115 0.680 15.0% 0.166 3.7% 61% False False 20,388
20 4.795 4.115 0.680 15.0% 0.151 3.3% 61% False False 18,943
40 4.802 4.115 0.687 15.2% 0.165 3.6% 60% False False 16,226
60 5.189 4.115 1.074 23.7% 0.149 3.3% 38% False False 14,652
80 6.000 4.115 1.885 41.6% 0.145 3.2% 22% False False 13,254
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.035
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.266
2.618 4.995
1.618 4.829
1.000 4.726
0.618 4.663
HIGH 4.560
0.618 4.497
0.500 4.477
0.382 4.457
LOW 4.394
0.618 4.291
1.000 4.228
1.618 4.125
2.618 3.959
4.250 3.689
Fisher Pivots for day following 27-May-2010
Pivot 1 day 3 day
R1 4.510 4.490
PP 4.494 4.452
S1 4.477 4.415

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

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