NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 20-May-2010
Day Change Summary
Previous Current
19-May-2010 20-May-2010 Change Change % Previous Week
Open 5.000 4.849 -0.151 -3.0% 4.899
High 5.000 4.858 -0.142 -2.8% 5.160
Low 4.806 4.737 -0.069 -1.4% 4.899
Close 4.837 4.787 -0.050 -1.0% 5.014
Range 0.194 0.121 -0.073 -37.6% 0.261
ATR 0.134 0.133 -0.001 -0.7% 0.000
Volume 7,272 5,897 -1,375 -18.9% 35,645
Daily Pivots for day following 20-May-2010
Classic Woodie Camarilla DeMark
R4 5.157 5.093 4.854
R3 5.036 4.972 4.820
R2 4.915 4.915 4.809
R1 4.851 4.851 4.798 4.823
PP 4.794 4.794 4.794 4.780
S1 4.730 4.730 4.776 4.702
S2 4.673 4.673 4.765
S3 4.552 4.609 4.754
S4 4.431 4.488 4.720
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 5.127 4.737 0.390 8.1% 0.140 2.9% 13% False True 6,631
10 5.160 4.737 0.423 8.8% 0.125 2.6% 12% False True 6,574
20 5.160 4.700 0.460 9.6% 0.127 2.6% 19% False False 4,774
40 5.160 4.647 0.513 10.7% 0.137 2.9% 27% False False 3,688
60 5.619 4.647 0.972 20.3% 0.122 2.5% 14% False False 3,099
80 6.280 4.647 1.633 34.1% 0.122 2.6% 9% False False 2,638
Crabel Price Patterns
NR True
NR4 False
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 0.021
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.372
2.618 5.175
1.618 5.054
1.000 4.979
0.618 4.933
HIGH 4.858
0.618 4.812
0.500 4.798
0.382 4.783
LOW 4.737
0.618 4.662
1.000 4.616
1.618 4.541
2.618 4.420
4.250 4.223
Fisher Pivots for day following 20-May-2010
Pivot 1 day 3 day
R1 4.798 4.932
PP 4.794 4.884
S1 4.791 4.835

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

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