NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 28-Dec-2009
Day Change Summary
Previous Current
24-Dec-2009 28-Dec-2009 Change Change % Previous Week
Open 5.880 5.810 -0.070 -1.2% 5.883
High 5.900 5.932 0.032 0.5% 5.926
Low 5.674 5.790 0.116 2.0% 5.550
Close 5.698 5.931 0.233 4.1% 5.698
Range 0.226 0.142 -0.084 -37.2% 0.376
ATR 0.219 0.220 0.001 0.5% 0.000
Volume 5,264 6,225 961 18.3% 24,542
Daily Pivots for day following 28-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.310 6.263 6.009
R3 6.168 6.121 5.970
R2 6.026 6.026 5.957
R1 5.979 5.979 5.944 6.003
PP 5.884 5.884 5.884 5.896
S1 5.837 5.837 5.918 5.861
S2 5.742 5.742 5.905
S3 5.600 5.695 5.892
S4 5.458 5.553 5.853
Weekly Pivots for week ending 25-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.853 6.651 5.905
R3 6.477 6.275 5.801
R2 6.101 6.101 5.767
R1 5.899 5.899 5.732 5.812
PP 5.725 5.725 5.725 5.681
S1 5.523 5.523 5.664 5.436
S2 5.349 5.349 5.629
S3 4.973 5.147 5.595
S4 4.597 4.771 5.491
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.932 5.550 0.382 6.4% 0.209 3.5% 100% True False 6,153
10 5.932 5.357 0.575 9.7% 0.194 3.3% 100% True False 6,669
20 5.932 4.656 1.276 21.5% 0.218 3.7% 100% True False 6,455
40 5.932 4.656 1.276 21.5% 0.200 3.4% 100% True False 5,133
60 6.200 4.656 1.544 26.0% 0.188 3.2% 83% False False 4,245
80 6.200 4.656 1.544 26.0% 0.184 3.1% 83% False False 3,589
100 6.200 4.656 1.544 26.0% 0.164 2.8% 83% False False 3,018
120 6.200 4.656 1.544 26.0% 0.156 2.6% 83% False False 2,624
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 0.028
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 6.536
2.618 6.304
1.618 6.162
1.000 6.074
0.618 6.020
HIGH 5.932
0.618 5.878
0.500 5.861
0.382 5.844
LOW 5.790
0.618 5.702
1.000 5.648
1.618 5.560
2.618 5.418
4.250 5.187
Fisher Pivots for day following 28-Dec-2009
Pivot 1 day 3 day
R1 5.908 5.883
PP 5.884 5.835
S1 5.861 5.787

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

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