NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 10-May-2010
Day Change Summary
Previous Current
07-May-2010 10-May-2010 Change Change % Previous Week
Open 5.251 5.333 0.082 1.6% 5.176
High 5.324 5.479 0.155 2.9% 5.324
Low 5.190 5.326 0.136 2.6% 5.165
Close 5.308 5.443 0.135 2.5% 5.308
Range 0.134 0.153 0.019 14.2% 0.159
ATR 0.131 0.134 0.003 2.2% 0.000
Volume 4,845 5,612 767 15.8% 19,720
Daily Pivots for day following 10-May-2010
Classic Woodie Camarilla DeMark
R4 5.875 5.812 5.527
R3 5.722 5.659 5.485
R2 5.569 5.569 5.471
R1 5.506 5.506 5.457 5.538
PP 5.416 5.416 5.416 5.432
S1 5.353 5.353 5.429 5.385
S2 5.263 5.263 5.415
S3 5.110 5.200 5.401
S4 4.957 5.047 5.359
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 5.743 5.684 5.395
R3 5.584 5.525 5.352
R2 5.425 5.425 5.337
R1 5.366 5.366 5.323 5.396
PP 5.266 5.266 5.266 5.280
S1 5.207 5.207 5.293 5.237
S2 5.107 5.107 5.279
S3 4.948 5.048 5.264
S4 4.789 4.889 5.221
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.479 5.190 0.289 5.3% 0.112 2.1% 88% True False 3,952
10 5.559 5.145 0.414 7.6% 0.128 2.3% 72% False False 3,908
20 5.559 5.142 0.417 7.7% 0.131 2.4% 72% False False 3,541
40 5.590 5.068 0.522 9.6% 0.133 2.4% 72% False False 3,427
60 6.476 5.068 1.408 25.9% 0.126 2.3% 27% False False 3,047
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 0.024
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 6.129
2.618 5.880
1.618 5.727
1.000 5.632
0.618 5.574
HIGH 5.479
0.618 5.421
0.500 5.403
0.382 5.384
LOW 5.326
0.618 5.231
1.000 5.173
1.618 5.078
2.618 4.925
4.250 4.676
Fisher Pivots for day following 10-May-2010
Pivot 1 day 3 day
R1 5.430 5.407
PP 5.416 5.371
S1 5.403 5.335

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

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