NYMEX Natural Gas Future January 2011

Trading Metrics calculated at close of trading on 19-May-2010

Day Change Summary
	Previous	Current
	18-May-2010	19-May-2010	Change	Change %	Previous Week
Open	5.705	5.588	-0.117	-2.1%	5.564
High	5.705	5.588	-0.117	-2.1%	5.813
Low	5.555	5.410	-0.145	-2.6%	5.552
Close	5.587	5.438	-0.149	-2.7%	5.623
Range	0.150	0.178	0.028	18.7%	0.261
ATR	0.122	0.126	0.004	3.3%	0.000
Volume	12,109	15,305	3,196	26.4%	57,705

Daily Pivots for day following 19-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.013	5.903	5.536
R3	5.835	5.725	5.487
R2	5.657	5.657	5.471
R1	5.547	5.547	5.454	5.513
PP	5.479	5.479	5.479	5.462
S1	5.369	5.369	5.422	5.335
S2	5.301	5.301	5.405
S3	5.123	5.191	5.389
S4	4.945	5.013	5.340

Weekly Pivots for week ending 14-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.446	6.295	5.767
R3	6.185	6.034	5.695
R2	5.924	5.924	5.671
R1	5.773	5.773	5.647	5.849
PP	5.663	5.663	5.663	5.700
S1	5.512	5.512	5.599	5.588
S2	5.402	5.402	5.575
S3	5.141	5.251	5.551
S4	4.880	4.990	5.479

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.813	5.410	0.403	7.4%	0.138	2.5%	7%	False	True	13,301
10	5.813	5.410	0.403	7.4%	0.120	2.2%	7%	False	True	12,047

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.017
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	6.345
2.618	6.054
1.618	5.876
1.000	5.766
0.618	5.698
HIGH	5.588
0.618	5.520
0.500	5.499
0.382	5.478
LOW	5.410
0.618	5.300
1.000	5.232
1.618	5.122
2.618	4.944
4.250	4.654

Fisher Pivots for day following 19-May-2010
Pivot	1 day	3 day
R1	5.499	5.558
PP	5.479	5.518
S1	5.458	5.478

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols