NYMEX Natural Gas Future December 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 5.474 5.335 -0.139 -2.5% 5.333
High 5.512 5.375 -0.137 -2.5% 5.609
Low 5.334 5.189 -0.145 -2.7% 5.326
Close 5.373 5.219 -0.154 -2.9% 5.409
Range 0.178 0.186 0.008 4.5% 0.283
ATR 0.131 0.135 0.004 3.0% 0.000
Volume 6,946 9,032 2,086 30.0% 32,724
Daily Pivots for day following 19-May-2010
Classic Woodie Camarilla DeMark
R4 5.819 5.705 5.321
R3 5.633 5.519 5.270
R2 5.447 5.447 5.253
R1 5.333 5.333 5.236 5.297
PP 5.261 5.261 5.261 5.243
S1 5.147 5.147 5.202 5.111
S2 5.075 5.075 5.185
S3 4.889 4.961 5.168
S4 4.703 4.775 5.117
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 6.297 6.136 5.565
R3 6.014 5.853 5.487
R2 5.731 5.731 5.461
R1 5.570 5.570 5.435 5.651
PP 5.448 5.448 5.448 5.488
S1 5.287 5.287 5.383 5.368
S2 5.165 5.165 5.357
S3 4.882 5.004 5.331
S4 4.599 4.721 5.253
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.609 5.189 0.420 8.0% 0.150 2.9% 7% False True 7,931
10 5.609 5.189 0.420 8.0% 0.132 2.5% 7% False True 6,587
20 5.609 5.145 0.464 8.9% 0.132 2.5% 16% False False 5,038
40 5.609 5.068 0.541 10.4% 0.137 2.6% 28% False False 4,309
60 5.953 5.068 0.885 17.0% 0.125 2.4% 17% False False 3,672
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 0.034
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 6.166
2.618 5.862
1.618 5.676
1.000 5.561
0.618 5.490
HIGH 5.375
0.618 5.304
0.500 5.282
0.382 5.260
LOW 5.189
0.618 5.074
1.000 5.003
1.618 4.888
2.618 4.702
4.250 4.399
Fisher Pivots for day following 19-May-2010
Pivot 1 day 3 day
R1 5.282 5.351
PP 5.261 5.307
S1 5.240 5.263

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

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