NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 18-May-2010
Day Change Summary
Previous Current
17-May-2010 18-May-2010 Change Change % Previous Week
Open 5.060 5.086 0.026 0.5% 4.899
High 5.086 5.127 0.041 0.8% 5.160
Low 4.979 4.962 -0.017 -0.3% 4.899
Close 5.065 5.003 -0.062 -1.2% 5.014
Range 0.107 0.165 0.058 54.2% 0.261
ATR 0.127 0.129 0.003 2.2% 0.000
Volume 6,350 5,056 -1,294 -20.4% 35,645
Daily Pivots for day following 18-May-2010
Classic Woodie Camarilla DeMark
R4 5.526 5.429 5.094
R3 5.361 5.264 5.048
R2 5.196 5.196 5.033
R1 5.099 5.099 5.018 5.065
PP 5.031 5.031 5.031 5.014
S1 4.934 4.934 4.988 4.900
S2 4.866 4.866 4.973
S3 4.701 4.769 4.958
S4 4.536 4.604 4.912
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 5.807 5.672 5.158
R3 5.546 5.411 5.086
R2 5.285 5.285 5.062
R1 5.150 5.150 5.038 5.218
PP 5.024 5.024 5.024 5.058
S1 4.889 4.889 4.990 4.957
S2 4.763 4.763 4.966
S3 4.502 4.628 4.942
S4 4.241 4.367 4.870
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.160 4.962 0.198 4.0% 0.124 2.5% 21% False True 7,040
10 5.160 4.717 0.443 8.9% 0.112 2.2% 65% False False 5,817
20 5.160 4.700 0.460 9.2% 0.124 2.5% 66% False False 4,341
40 5.160 4.647 0.513 10.3% 0.132 2.6% 69% False False 3,495
60 5.631 4.647 0.984 19.7% 0.120 2.4% 36% False False 2,918
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 5.828
2.618 5.559
1.618 5.394
1.000 5.292
0.618 5.229
HIGH 5.127
0.618 5.064
0.500 5.045
0.382 5.025
LOW 4.962
0.618 4.860
1.000 4.797
1.618 4.695
2.618 4.530
4.250 4.261
Fisher Pivots for day following 18-May-2010
Pivot 1 day 3 day
R1 5.045 5.045
PP 5.031 5.031
S1 5.017 5.017

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

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