NYMEX Natural Gas Future January 2011


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 5.372 5.302 -0.070 -1.3% 5.682
High 5.435 5.358 -0.077 -1.4% 5.705
Low 5.320 5.257 -0.063 -1.2% 5.320
Close 5.327 5.282 -0.045 -0.8% 5.327
Range 0.115 0.101 -0.014 -12.2% 0.385
ATR 0.125 0.123 -0.002 -1.4% 0.000
Volume 9,529 6,512 -3,017 -31.7% 62,094
Daily Pivots for day following 24-May-2010
Classic Woodie Camarilla DeMark
R4 5.602 5.543 5.338
R3 5.501 5.442 5.310
R2 5.400 5.400 5.301
R1 5.341 5.341 5.291 5.320
PP 5.299 5.299 5.299 5.289
S1 5.240 5.240 5.273 5.219
S2 5.198 5.198 5.263
S3 5.097 5.139 5.254
S4 4.996 5.038 5.226
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 6.606 6.351 5.539
R3 6.221 5.966 5.433
R2 5.836 5.836 5.398
R1 5.581 5.581 5.362 5.516
PP 5.451 5.451 5.451 5.418
S1 5.196 5.196 5.292 5.131
S2 5.066 5.066 5.256
S3 4.681 4.811 5.221
S4 4.296 4.426 5.115
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.705 5.257 0.448 8.5% 0.134 2.5% 6% False True 10,473
10 5.813 5.257 0.556 10.5% 0.117 2.2% 4% False True 11,522
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.019
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.787
2.618 5.622
1.618 5.521
1.000 5.459
0.618 5.420
HIGH 5.358
0.618 5.319
0.500 5.308
0.382 5.296
LOW 5.257
0.618 5.195
1.000 5.156
1.618 5.094
2.618 4.993
4.250 4.828
Fisher Pivots for day following 24-May-2010
Pivot 1 day 3 day
R1 5.308 5.357
PP 5.299 5.332
S1 5.291 5.307

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

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