NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 04-Jan-2010
Day Change Summary
Previous Current
31-Dec-2009 04-Jan-2010 Change Change % Previous Week
Open 5.545 5.728 0.183 3.3% 5.810
High 5.794 5.838 0.044 0.8% 5.953
Low 5.486 5.711 0.225 4.1% 5.486
Close 5.545 5.837 0.292 5.3% 5.545
Range 0.308 0.127 -0.181 -58.8% 0.467
ATR 0.221 0.227 0.005 2.3% 0.000
Volume 5,593 5,936 343 6.1% 22,972
Daily Pivots for day following 04-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.176 6.134 5.907
R3 6.049 6.007 5.872
R2 5.922 5.922 5.860
R1 5.880 5.880 5.849 5.901
PP 5.795 5.795 5.795 5.806
S1 5.753 5.753 5.825 5.774
S2 5.668 5.668 5.814
S3 5.541 5.626 5.802
S4 5.414 5.499 5.767
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 7.062 6.771 5.802
R3 6.595 6.304 5.673
R2 6.128 6.128 5.631
R1 5.837 5.837 5.588 5.749
PP 5.661 5.661 5.661 5.618
S1 5.370 5.370 5.502 5.282
S2 5.194 5.194 5.459
S3 4.727 4.903 5.417
S4 4.260 4.436 5.288
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.953 5.486 0.467 8.0% 0.188 3.2% 75% False False 5,781
10 5.953 5.486 0.467 8.0% 0.200 3.4% 75% False False 6,863
20 5.953 4.682 1.271 21.8% 0.214 3.7% 91% False False 6,629
40 5.953 4.656 1.297 22.2% 0.201 3.4% 91% False False 5,239
60 6.200 4.656 1.544 26.5% 0.189 3.2% 76% False False 4,470
80 6.200 4.656 1.544 26.5% 0.188 3.2% 76% False False 3,837
100 6.200 4.656 1.544 26.5% 0.167 2.9% 76% False False 3,226
120 6.200 4.656 1.544 26.5% 0.161 2.8% 76% False False 2,771
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 0.034
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 6.378
2.618 6.170
1.618 6.043
1.000 5.965
0.618 5.916
HIGH 5.838
0.618 5.789
0.500 5.775
0.382 5.760
LOW 5.711
0.618 5.633
1.000 5.584
1.618 5.506
2.618 5.379
4.250 5.171
Fisher Pivots for day following 04-Jan-2010
Pivot 1 day 3 day
R1 5.816 5.782
PP 5.795 5.727
S1 5.775 5.672

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

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