NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 08-Jan-2010
Day Change Summary
Previous Current
07-Jan-2010 08-Jan-2010 Change Change % Previous Week
Open 5.743 5.763 0.020 0.3% 5.728
High 5.956 5.785 -0.171 -2.9% 5.956
Low 5.704 5.588 -0.116 -2.0% 5.588
Close 5.743 5.707 -0.036 -0.6% 5.707
Range 0.252 0.197 -0.055 -21.8% 0.368
ATR 0.234 0.231 -0.003 -1.1% 0.000
Volume 13,742 13,018 -724 -5.3% 47,434
Daily Pivots for day following 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.284 6.193 5.815
R3 6.087 5.996 5.761
R2 5.890 5.890 5.743
R1 5.799 5.799 5.725 5.746
PP 5.693 5.693 5.693 5.667
S1 5.602 5.602 5.689 5.549
S2 5.496 5.496 5.671
S3 5.299 5.405 5.653
S4 5.102 5.208 5.599
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.854 6.649 5.909
R3 6.486 6.281 5.808
R2 6.118 6.118 5.774
R1 5.913 5.913 5.741 5.832
PP 5.750 5.750 5.750 5.710
S1 5.545 5.545 5.673 5.464
S2 5.382 5.382 5.640
S3 5.014 5.177 5.606
S4 4.646 4.809 5.505
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.956 5.588 0.368 6.4% 0.206 3.6% 32% False True 9,486
10 5.956 5.486 0.470 8.2% 0.207 3.6% 47% False False 7,567
20 5.956 5.067 0.889 15.6% 0.212 3.7% 72% False False 7,421
40 5.956 4.656 1.300 22.8% 0.209 3.7% 81% False False 5,867
60 6.200 4.656 1.544 27.1% 0.195 3.4% 68% False False 5,047
80 6.200 4.656 1.544 27.1% 0.186 3.3% 68% False False 4,298
100 6.200 4.656 1.544 27.1% 0.173 3.0% 68% False False 3,614
120 6.200 4.656 1.544 27.1% 0.163 2.9% 68% False False 3,098
Crabel Price Patterns
NR True
NR4 True
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 0.034
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.622
2.618 6.301
1.618 6.104
1.000 5.982
0.618 5.907
HIGH 5.785
0.618 5.710
0.500 5.687
0.382 5.663
LOW 5.588
0.618 5.466
1.000 5.391
1.618 5.269
2.618 5.072
4.250 4.751
Fisher Pivots for day following 08-Jan-2010
Pivot 1 day 3 day
R1 5.700 5.772
PP 5.693 5.750
S1 5.687 5.729

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

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