NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 26-May-2010
Day Change Summary
Previous Current
25-May-2010 26-May-2010 Change Change % Previous Week
Open 5.057 5.120 0.063 1.2% 5.429
High 5.120 5.260 0.140 2.7% 5.512
Low 5.026 5.120 0.094 1.9% 5.098
Close 5.098 5.141 0.043 0.8% 5.112
Range 0.094 0.140 0.046 48.9% 0.414
ATR 0.127 0.130 0.002 1.9% 0.000
Volume 2,805 3,671 866 30.9% 35,522
Daily Pivots for day following 26-May-2010
Classic Woodie Camarilla DeMark
R4 5.594 5.507 5.218
R3 5.454 5.367 5.180
R2 5.314 5.314 5.167
R1 5.227 5.227 5.154 5.271
PP 5.174 5.174 5.174 5.195
S1 5.087 5.087 5.128 5.131
S2 5.034 5.034 5.115
S3 4.894 4.947 5.103
S4 4.754 4.807 5.064
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 5.260 5.026 0.234 4.6% 0.113 2.2% 49% True False 4,099
10 5.609 5.026 0.583 11.3% 0.132 2.6% 20% False False 6,015
20 5.609 5.026 0.583 11.3% 0.128 2.5% 20% False False 5,267
40 5.609 5.026 0.583 11.3% 0.138 2.7% 20% False False 4,448
60 5.846 5.026 0.820 16.0% 0.127 2.5% 14% False False 3,838
80 6.573 5.026 1.547 30.1% 0.125 2.4% 7% False False 3,347
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.855
2.618 5.627
1.618 5.487
1.000 5.400
0.618 5.347
HIGH 5.260
0.618 5.207
0.500 5.190
0.382 5.173
LOW 5.120
0.618 5.033
1.000 4.980
1.618 4.893
2.618 4.753
4.250 4.525
Fisher Pivots for day following 26-May-2010
Pivot 1 day 3 day
R1 5.190 5.143
PP 5.174 5.142
S1 5.157 5.142

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

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