NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 19-May-2010
Day Change Summary
Previous Current
18-May-2010 19-May-2010 Change Change % Previous Week
Open 5.086 5.000 -0.086 -1.7% 4.899
High 5.127 5.000 -0.127 -2.5% 5.160
Low 4.962 4.806 -0.156 -3.1% 4.899
Close 5.003 4.837 -0.166 -3.3% 5.014
Range 0.165 0.194 0.029 17.6% 0.261
ATR 0.129 0.134 0.005 3.7% 0.000
Volume 5,056 7,272 2,216 43.8% 35,645
Daily Pivots for day following 19-May-2010
Classic Woodie Camarilla DeMark
R4 5.463 5.344 4.944
R3 5.269 5.150 4.890
R2 5.075 5.075 4.873
R1 4.956 4.956 4.855 4.919
PP 4.881 4.881 4.881 4.862
S1 4.762 4.762 4.819 4.725
S2 4.687 4.687 4.801
S3 4.493 4.568 4.784
S4 4.299 4.374 4.730
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 4.806 0.354 7.3% 0.142 2.9% 9% False True 7,053
10 5.160 4.717 0.443 9.2% 0.124 2.6% 27% False False 6,291
20 5.160 4.700 0.460 9.5% 0.129 2.7% 30% False False 4,580
40 5.160 4.647 0.513 10.6% 0.135 2.8% 37% False False 3,602
60 5.631 4.647 0.984 20.3% 0.122 2.5% 19% False False 3,021
80 6.280 4.647 1.633 33.8% 0.122 2.5% 12% False False 2,577
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 5.825
2.618 5.508
1.618 5.314
1.000 5.194
0.618 5.120
HIGH 5.000
0.618 4.926
0.500 4.903
0.382 4.880
LOW 4.806
0.618 4.686
1.000 4.612
1.618 4.492
2.618 4.298
4.250 3.982
Fisher Pivots for day following 19-May-2010
Pivot 1 day 3 day
R1 4.903 4.967
PP 4.881 4.923
S1 4.859 4.880

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

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