NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 15-Dec-2009
Day Change Summary
Previous Current
14-Dec-2009 15-Dec-2009 Change Change % Previous Week
Open 5.494 5.562 0.068 1.2% 4.880
High 5.545 5.625 0.080 1.4% 5.506
Low 5.357 5.516 0.159 3.0% 4.853
Close 5.494 5.618 0.124 2.3% 5.343
Range 0.188 0.109 -0.079 -42.0% 0.653
ATR 0.226 0.219 -0.007 -3.0% 0.000
Volume 5,100 4,770 -330 -6.5% 37,690
Daily Pivots for day following 15-Dec-2009
Classic Woodie Camarilla DeMark
R4 5.913 5.875 5.678
R3 5.804 5.766 5.648
R2 5.695 5.695 5.638
R1 5.657 5.657 5.628 5.676
PP 5.586 5.586 5.586 5.596
S1 5.548 5.548 5.608 5.567
S2 5.477 5.477 5.598
S3 5.368 5.439 5.588
S4 5.259 5.330 5.558
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 5.625 5.067 0.558 9.9% 0.236 4.2% 99% True False 7,002
10 5.625 4.656 0.969 17.2% 0.228 4.1% 99% True False 6,478
20 5.625 4.656 0.969 17.2% 0.225 4.0% 99% True False 4,965
40 6.200 4.656 1.544 27.5% 0.191 3.4% 62% False False 4,348
60 6.200 4.656 1.544 27.5% 0.179 3.2% 62% False False 3,576
80 6.200 4.656 1.544 27.5% 0.172 3.1% 62% False False 2,985
100 6.200 4.656 1.544 27.5% 0.157 2.8% 62% False False 2,490
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.043
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 6.088
2.618 5.910
1.618 5.801
1.000 5.734
0.618 5.692
HIGH 5.625
0.618 5.583
0.500 5.571
0.382 5.558
LOW 5.516
0.618 5.449
1.000 5.407
1.618 5.340
2.618 5.231
4.250 5.053
Fisher Pivots for day following 15-Dec-2009
Pivot 1 day 3 day
R1 5.602 5.565
PP 5.586 5.512
S1 5.571 5.460

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

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