NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 12-May-2010
Day Change Summary
Previous Current
11-May-2010 12-May-2010 Change Change % Previous Week
Open 5.000 5.002 0.002 0.0% 4.738
High 5.034 5.095 0.061 1.2% 4.855
Low 4.951 4.995 0.044 0.9% 4.717
Close 4.976 5.097 0.121 2.4% 4.854
Range 0.083 0.100 0.017 20.5% 0.138
ATR 0.129 0.129 -0.001 -0.6% 0.000
Volume 5,536 7,207 1,671 30.2% 16,820
Daily Pivots for day following 12-May-2010
Classic Woodie Camarilla DeMark
R4 5.362 5.330 5.152
R3 5.262 5.230 5.125
R2 5.162 5.162 5.115
R1 5.130 5.130 5.106 5.146
PP 5.062 5.062 5.062 5.071
S1 5.030 5.030 5.088 5.046
S2 4.962 4.962 5.079
S3 4.862 4.930 5.070
S4 4.762 4.830 5.042
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 5.095 4.717 0.378 7.4% 0.106 2.1% 101% True False 5,528
10 5.134 4.700 0.434 8.5% 0.122 2.4% 91% False False 4,405
20 5.154 4.700 0.454 8.9% 0.125 2.4% 87% False False 3,443
40 5.154 4.647 0.507 9.9% 0.130 2.5% 89% False False 3,000
60 6.038 4.647 1.391 27.3% 0.119 2.3% 32% False False 2,541
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.520
2.618 5.357
1.618 5.257
1.000 5.195
0.618 5.157
HIGH 5.095
0.618 5.057
0.500 5.045
0.382 5.033
LOW 4.995
0.618 4.933
1.000 4.895
1.618 4.833
2.618 4.733
4.250 4.570
Fisher Pivots for day following 12-May-2010
Pivot 1 day 3 day
R1 5.080 5.064
PP 5.062 5.030
S1 5.045 4.997

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

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