NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 25-May-2010
Day Change Summary
Previous Current
24-May-2010 25-May-2010 Change Change % Previous Week
Open 5.090 5.057 -0.033 -0.6% 5.429
High 5.150 5.120 -0.030 -0.6% 5.512
Low 5.045 5.026 -0.019 -0.4% 5.098
Close 5.068 5.098 0.030 0.6% 5.112
Range 0.105 0.094 -0.011 -10.5% 0.414
ATR 0.130 0.127 -0.003 -2.0% 0.000
Volume 3,023 2,805 -218 -7.2% 35,522
Daily Pivots for day following 25-May-2010
Classic Woodie Camarilla DeMark
R4 5.363 5.325 5.150
R3 5.269 5.231 5.124
R2 5.175 5.175 5.115
R1 5.137 5.137 5.107 5.156
PP 5.081 5.081 5.081 5.091
S1 5.043 5.043 5.089 5.062
S2 4.987 4.987 5.081
S3 4.893 4.949 5.072
S4 4.799 4.855 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 5.375 5.026 0.349 6.8% 0.122 2.4% 21% False True 5,171
10 5.609 5.026 0.583 11.4% 0.125 2.5% 12% False True 6,154
20 5.609 5.026 0.583 11.4% 0.126 2.5% 12% False True 5,243
40 5.609 5.026 0.583 11.4% 0.138 2.7% 12% False True 4,454
60 5.846 5.026 0.820 16.1% 0.125 2.5% 9% False True 3,834
80 6.573 5.026 1.547 30.3% 0.125 2.5% 5% False True 3,332
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.032
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 5.520
2.618 5.366
1.618 5.272
1.000 5.214
0.618 5.178
HIGH 5.120
0.618 5.084
0.500 5.073
0.382 5.062
LOW 5.026
0.618 4.968
1.000 4.932
1.618 4.874
2.618 4.780
4.250 4.627
Fisher Pivots for day following 25-May-2010
Pivot 1 day 3 day
R1 5.090 5.122
PP 5.081 5.114
S1 5.073 5.106

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

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