NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 27-May-2010
Day Change Summary
Previous Current
26-May-2010 27-May-2010 Change Change % Previous Week
Open 5.120 5.141 0.021 0.4% 5.429
High 5.260 5.258 -0.002 0.0% 5.512
Low 5.120 5.128 0.008 0.2% 5.098
Close 5.141 5.227 0.086 1.7% 5.112
Range 0.140 0.130 -0.010 -7.1% 0.414
ATR 0.130 0.130 0.000 0.0% 0.000
Volume 3,671 3,547 -124 -3.4% 35,522
Daily Pivots for day following 27-May-2010
Classic Woodie Camarilla DeMark
R4 5.594 5.541 5.299
R3 5.464 5.411 5.263
R2 5.334 5.334 5.251
R1 5.281 5.281 5.239 5.308
PP 5.204 5.204 5.204 5.218
S1 5.151 5.151 5.215 5.178
S2 5.074 5.074 5.203
S3 4.944 5.021 5.191
S4 4.814 4.891 5.156
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 4.5% 0.118 2.3% 86% False False 3,503
10 5.519 5.026 0.493 9.4% 0.130 2.5% 41% False False 5,826
20 5.609 5.026 0.583 11.2% 0.119 2.3% 34% False False 5,331
40 5.609 5.026 0.583 11.2% 0.138 2.6% 34% False False 4,469
60 5.831 5.026 0.805 15.4% 0.128 2.4% 25% False False 3,866
80 6.573 5.026 1.547 29.6% 0.126 2.4% 13% False False 3,373
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.811
2.618 5.598
1.618 5.468
1.000 5.388
0.618 5.338
HIGH 5.258
0.618 5.208
0.500 5.193
0.382 5.178
LOW 5.128
0.618 5.048
1.000 4.998
1.618 4.918
2.618 4.788
4.250 4.576
Fisher Pivots for day following 27-May-2010
Pivot 1 day 3 day
R1 5.216 5.199
PP 5.204 5.171
S1 5.193 5.143

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

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