NYMEX Natural Gas Future December 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 5.335 5.210 -0.125 -2.3% 5.333
High 5.375 5.235 -0.140 -2.6% 5.609
Low 5.189 5.130 -0.059 -1.1% 5.326
Close 5.219 5.173 -0.046 -0.9% 5.409
Range 0.186 0.105 -0.081 -43.5% 0.283
ATR 0.135 0.133 -0.002 -1.6% 0.000
Volume 9,032 6,528 -2,504 -27.7% 32,724
Daily Pivots for day following 20-May-2010
Classic Woodie Camarilla DeMark
R4 5.494 5.439 5.231
R3 5.389 5.334 5.202
R2 5.284 5.284 5.192
R1 5.229 5.229 5.183 5.204
PP 5.179 5.179 5.179 5.167
S1 5.124 5.124 5.163 5.099
S2 5.074 5.074 5.154
S3 4.969 5.019 5.144
S4 4.864 4.914 5.115
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 5.519 5.130 0.389 7.5% 0.141 2.7% 11% False True 8,150
10 5.609 5.130 0.479 9.3% 0.129 2.5% 9% False True 6,862
20 5.609 5.130 0.479 9.3% 0.130 2.5% 9% False True 5,231
40 5.609 5.068 0.541 10.5% 0.138 2.7% 19% False False 4,393
60 5.953 5.068 0.885 17.1% 0.125 2.4% 12% False False 3,723
80 6.573 5.068 1.505 29.1% 0.127 2.5% 7% False False 3,282
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 0.031
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.681
2.618 5.510
1.618 5.405
1.000 5.340
0.618 5.300
HIGH 5.235
0.618 5.195
0.500 5.183
0.382 5.170
LOW 5.130
0.618 5.065
1.000 5.025
1.618 4.960
2.618 4.855
4.250 4.684
Fisher Pivots for day following 20-May-2010
Pivot 1 day 3 day
R1 5.183 5.321
PP 5.179 5.272
S1 5.176 5.222

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

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