NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 24-May-2010
Day Change Summary
Previous Current
21-May-2010 24-May-2010 Change Change % Previous Week
Open 5.112 5.090 -0.022 -0.4% 5.429
High 5.218 5.150 -0.068 -1.3% 5.512
Low 5.098 5.045 -0.053 -1.0% 5.098
Close 5.112 5.068 -0.044 -0.9% 5.112
Range 0.120 0.105 -0.015 -12.5% 0.414
ATR 0.132 0.130 -0.002 -1.5% 0.000
Volume 4,470 3,023 -1,447 -32.4% 35,522
Daily Pivots for day following 24-May-2010
Classic Woodie Camarilla DeMark
R4 5.403 5.340 5.126
R3 5.298 5.235 5.097
R2 5.193 5.193 5.087
R1 5.130 5.130 5.078 5.109
PP 5.088 5.088 5.088 5.077
S1 5.025 5.025 5.058 5.004
S2 4.983 4.983 5.049
S3 4.878 4.920 5.039
S4 4.773 4.815 5.010
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 5.045 0.467 9.2% 0.139 2.7% 5% False True 5,999
10 5.609 5.045 0.564 11.1% 0.123 2.4% 4% False True 6,565
20 5.609 5.045 0.564 11.1% 0.125 2.5% 4% False True 5,236
40 5.609 5.045 0.564 11.1% 0.138 2.7% 4% False True 4,444
60 5.953 5.045 0.908 17.9% 0.126 2.5% 3% False True 3,813
80 6.573 5.045 1.528 30.1% 0.126 2.5% 2% False True 3,332
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 0.030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.596
2.618 5.425
1.618 5.320
1.000 5.255
0.618 5.215
HIGH 5.150
0.618 5.110
0.500 5.098
0.382 5.085
LOW 5.045
0.618 4.980
1.000 4.940
1.618 4.875
2.618 4.770
4.250 4.599
Fisher Pivots for day following 24-May-2010
Pivot 1 day 3 day
R1 5.098 5.140
PP 5.088 5.116
S1 5.078 5.092

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

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