NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 11-May-2010
Day Change Summary
Previous Current
10-May-2010 11-May-2010 Change Change % Previous Week
Open 4.899 5.000 0.101 2.1% 4.738
High 5.025 5.034 0.009 0.2% 4.855
Low 4.899 4.951 0.052 1.1% 4.717
Close 4.988 4.976 -0.012 -0.2% 4.854
Range 0.126 0.083 -0.043 -34.1% 0.138
ATR 0.133 0.129 -0.004 -2.7% 0.000
Volume 6,311 5,536 -775 -12.3% 16,820
Daily Pivots for day following 11-May-2010
Classic Woodie Camarilla DeMark
R4 5.236 5.189 5.022
R3 5.153 5.106 4.999
R2 5.070 5.070 4.991
R1 5.023 5.023 4.984 5.005
PP 4.987 4.987 4.987 4.978
S1 4.940 4.940 4.968 4.922
S2 4.904 4.904 4.961
S3 4.821 4.857 4.953
S4 4.738 4.774 4.930
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 5.223 5.176 4.930
R3 5.085 5.038 4.892
R2 4.947 4.947 4.879
R1 4.900 4.900 4.867 4.924
PP 4.809 4.809 4.809 4.820
S1 4.762 4.762 4.841 4.786
S2 4.671 4.671 4.829
S3 4.533 4.624 4.816
S4 4.395 4.486 4.778
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.034 4.717 0.317 6.4% 0.100 2.0% 82% True False 4,593
10 5.154 4.700 0.454 9.1% 0.120 2.4% 61% False False 3,918
20 5.154 4.700 0.454 9.1% 0.125 2.5% 61% False False 3,196
40 5.187 4.647 0.540 10.9% 0.129 2.6% 61% False False 2,853
60 6.170 4.647 1.523 30.6% 0.120 2.4% 22% False False 2,446
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.011
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.387
2.618 5.251
1.618 5.168
1.000 5.117
0.618 5.085
HIGH 5.034
0.618 5.002
0.500 4.993
0.382 4.983
LOW 4.951
0.618 4.900
1.000 4.868
1.618 4.817
2.618 4.734
4.250 4.598
Fisher Pivots for day following 11-May-2010
Pivot 1 day 3 day
R1 4.993 4.947
PP 4.987 4.918
S1 4.982 4.889

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

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