NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 11-Dec-2009
Day Change Summary
Previous Current
10-Dec-2009 11-Dec-2009 Change Change % Previous Week
Open 5.067 5.430 0.363 7.2% 4.880
High 5.457 5.506 0.049 0.9% 5.506
Low 5.067 5.294 0.227 4.5% 4.853
Close 5.444 5.343 -0.101 -1.9% 5.343
Range 0.390 0.212 -0.178 -45.6% 0.653
ATR 0.229 0.228 -0.001 -0.5% 0.000
Volume 6,056 11,488 5,432 89.7% 37,690
Daily Pivots for day following 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.017 5.892 5.460
R3 5.805 5.680 5.401
R2 5.593 5.593 5.382
R1 5.468 5.468 5.362 5.425
PP 5.381 5.381 5.381 5.359
S1 5.256 5.256 5.324 5.213
S2 5.169 5.169 5.304
S3 4.957 5.044 5.285
S4 4.745 4.832 5.226
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 7.193 6.921 5.702
R3 6.540 6.268 5.523
R2 5.887 5.887 5.463
R1 5.615 5.615 5.403 5.751
PP 5.234 5.234 5.234 5.302
S1 4.962 4.962 5.283 5.098
S2 4.581 4.581 5.223
S3 3.928 4.309 5.163
S4 3.275 3.656 4.984
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.506 4.853 0.653 12.2% 0.272 5.1% 75% True False 7,538
10 5.506 4.656 0.850 15.9% 0.243 4.5% 81% True False 6,240
20 5.506 4.656 0.850 15.9% 0.227 4.3% 81% True False 4,872
40 6.200 4.656 1.544 28.9% 0.193 3.6% 44% False False 4,196
60 6.200 4.656 1.544 28.9% 0.179 3.4% 44% False False 3,492
80 6.200 4.656 1.544 28.9% 0.170 3.2% 44% False False 2,869
100 6.200 4.656 1.544 28.9% 0.157 2.9% 44% False False 2,405
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.045
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.407
2.618 6.061
1.618 5.849
1.000 5.718
0.618 5.637
HIGH 5.506
0.618 5.425
0.500 5.400
0.382 5.375
LOW 5.294
0.618 5.163
1.000 5.082
1.618 4.951
2.618 4.739
4.250 4.393
Fisher Pivots for day following 11-Dec-2009
Pivot 1 day 3 day
R1 5.400 5.324
PP 5.381 5.305
S1 5.362 5.287

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

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