NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 21-May-2010
Day Change Summary
Previous Current
20-May-2010 21-May-2010 Change Change % Previous Week
Open 5.210 5.112 -0.098 -1.9% 5.429
High 5.235 5.218 -0.017 -0.3% 5.512
Low 5.130 5.098 -0.032 -0.6% 5.098
Close 5.173 5.112 -0.061 -1.2% 5.112
Range 0.105 0.120 0.015 14.3% 0.414
ATR 0.133 0.132 -0.001 -0.7% 0.000
Volume 6,528 4,470 -2,058 -31.5% 35,522
Daily Pivots for day following 21-May-2010
Classic Woodie Camarilla DeMark
R4 5.503 5.427 5.178
R3 5.383 5.307 5.145
R2 5.263 5.263 5.134
R1 5.187 5.187 5.123 5.172
PP 5.143 5.143 5.143 5.135
S1 5.067 5.067 5.101 5.052
S2 5.023 5.023 5.090
S3 4.903 4.947 5.079
S4 4.783 4.827 5.046
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 6.483 6.211 5.340
R3 6.069 5.797 5.226
R2 5.655 5.655 5.188
R1 5.383 5.383 5.150 5.312
PP 5.241 5.241 5.241 5.205
S1 4.969 4.969 5.074 4.898
S2 4.827 4.827 5.036
S3 4.413 4.555 4.998
S4 3.999 4.141 4.884
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.512 5.098 0.414 8.1% 0.137 2.7% 3% False True 7,104
10 5.609 5.098 0.511 10.0% 0.128 2.5% 3% False True 6,824
20 5.609 5.098 0.511 10.0% 0.125 2.5% 3% False True 5,278
40 5.609 5.068 0.541 10.6% 0.138 2.7% 8% False False 4,451
60 5.953 5.068 0.885 17.3% 0.126 2.5% 5% False False 3,782
80 6.573 5.068 1.505 29.4% 0.126 2.5% 3% False False 3,319
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.728
2.618 5.532
1.618 5.412
1.000 5.338
0.618 5.292
HIGH 5.218
0.618 5.172
0.500 5.158
0.382 5.144
LOW 5.098
0.618 5.024
1.000 4.978
1.618 4.904
2.618 4.784
4.250 4.588
Fisher Pivots for day following 21-May-2010
Pivot 1 day 3 day
R1 5.158 5.237
PP 5.143 5.195
S1 5.127 5.154

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

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