NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 18-Dec-2009
Day Change Summary
Previous Current
17-Dec-2009 18-Dec-2009 Change Change % Previous Week
Open 5.570 5.817 0.247 4.4% 5.494
High 5.882 5.901 0.019 0.3% 5.901
Low 5.570 5.746 0.176 3.2% 5.357
Close 5.784 5.798 0.014 0.2% 5.798
Range 0.312 0.155 -0.157 -50.3% 0.544
ATR 0.222 0.217 -0.005 -2.2% 0.000
Volume 5,754 15,188 9,434 164.0% 35,931
Daily Pivots for day following 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.280 6.194 5.883
R3 6.125 6.039 5.841
R2 5.970 5.970 5.826
R1 5.884 5.884 5.812 5.850
PP 5.815 5.815 5.815 5.798
S1 5.729 5.729 5.784 5.695
S2 5.660 5.660 5.770
S3 5.505 5.574 5.755
S4 5.350 5.419 5.713
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 7.317 7.102 6.097
R3 6.773 6.558 5.948
R2 6.229 6.229 5.898
R1 6.014 6.014 5.848 6.122
PP 5.685 5.685 5.685 5.739
S1 5.470 5.470 5.748 5.578
S2 5.141 5.141 5.698
S3 4.597 4.926 5.648
S4 4.053 4.382 5.499
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.901 5.357 0.544 9.4% 0.179 3.1% 81% True False 7,186
10 5.901 4.853 1.048 18.1% 0.225 3.9% 90% True False 7,362
20 5.901 4.656 1.245 21.5% 0.228 3.9% 92% True False 5,756
40 6.003 4.656 1.347 23.2% 0.195 3.4% 85% False False 4,791
60 6.200 4.656 1.544 26.6% 0.183 3.2% 74% False False 3,947
80 6.200 4.656 1.544 26.6% 0.177 3.1% 74% False False 3,292
100 6.200 4.656 1.544 26.6% 0.160 2.8% 74% False False 2,734
120 6.200 4.656 1.544 26.6% 0.152 2.6% 74% False False 2,387
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 0.046
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.560
2.618 6.307
1.618 6.152
1.000 6.056
0.618 5.997
HIGH 5.901
0.618 5.842
0.500 5.824
0.382 5.805
LOW 5.746
0.618 5.650
1.000 5.591
1.618 5.495
2.618 5.340
4.250 5.087
Fisher Pivots for day following 18-Dec-2009
Pivot 1 day 3 day
R1 5.824 5.765
PP 5.815 5.733
S1 5.807 5.700

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

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