NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 16-Dec-2009
Day Change Summary
Previous Current
15-Dec-2009 16-Dec-2009 Change Change % Previous Week
Open 5.562 5.618 0.056 1.0% 4.880
High 5.625 5.630 0.005 0.1% 5.506
Low 5.516 5.499 -0.017 -0.3% 4.853
Close 5.618 5.541 -0.077 -1.4% 5.343
Range 0.109 0.131 0.022 20.2% 0.653
ATR 0.219 0.213 -0.006 -2.9% 0.000
Volume 4,770 5,119 349 7.3% 37,690
Daily Pivots for day following 16-Dec-2009
Classic Woodie Camarilla DeMark
R4 5.950 5.876 5.613
R3 5.819 5.745 5.577
R2 5.688 5.688 5.565
R1 5.614 5.614 5.553 5.586
PP 5.557 5.557 5.557 5.542
S1 5.483 5.483 5.529 5.455
S2 5.426 5.426 5.517
S3 5.295 5.352 5.505
S4 5.164 5.221 5.469
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 5.630 5.067 0.563 10.2% 0.206 3.7% 84% True False 6,506
10 5.630 4.656 0.974 17.6% 0.215 3.9% 91% True False 6,434
20 5.630 4.656 0.974 17.6% 0.223 4.0% 91% True False 5,078
40 6.200 4.656 1.544 27.9% 0.192 3.5% 57% False False 4,421
60 6.200 4.656 1.544 27.9% 0.179 3.2% 57% False False 3,648
80 6.200 4.656 1.544 27.9% 0.172 3.1% 57% False False 3,041
100 6.200 4.656 1.544 27.9% 0.158 2.8% 57% False False 2,537
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.043
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.187
2.618 5.973
1.618 5.842
1.000 5.761
0.618 5.711
HIGH 5.630
0.618 5.580
0.500 5.565
0.382 5.549
LOW 5.499
0.618 5.418
1.000 5.368
1.618 5.287
2.618 5.156
4.250 4.942
Fisher Pivots for day following 16-Dec-2009
Pivot 1 day 3 day
R1 5.565 5.525
PP 5.557 5.509
S1 5.549 5.494

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

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