NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 11-Jan-2010
Day Change Summary
Previous Current
08-Jan-2010 11-Jan-2010 Change Change % Previous Week
Open 5.763 5.457 -0.306 -5.3% 5.728
High 5.785 5.627 -0.158 -2.7% 5.956
Low 5.588 5.389 -0.199 -3.6% 5.588
Close 5.707 5.457 -0.250 -4.4% 5.707
Range 0.197 0.238 0.041 20.8% 0.368
ATR 0.231 0.237 0.006 2.7% 0.000
Volume 13,018 12,672 -346 -2.7% 47,434
Daily Pivots for day following 11-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.205 6.069 5.588
R3 5.967 5.831 5.522
R2 5.729 5.729 5.501
R1 5.593 5.593 5.479 5.576
PP 5.491 5.491 5.491 5.483
S1 5.355 5.355 5.435 5.338
S2 5.253 5.253 5.413
S3 5.015 5.117 5.392
S4 4.777 4.879 5.326
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 5.389 0.567 10.4% 0.228 4.2% 12% False True 10,834
10 5.956 5.389 0.567 10.4% 0.208 3.8% 12% False True 8,307
20 5.956 5.294 0.662 12.1% 0.205 3.7% 25% False False 7,751
40 5.956 4.656 1.300 23.8% 0.213 3.9% 62% False False 6,101
60 6.200 4.656 1.544 28.3% 0.196 3.6% 52% False False 5,230
80 6.200 4.656 1.544 28.3% 0.186 3.4% 52% False False 4,438
100 6.200 4.656 1.544 28.3% 0.175 3.2% 52% False False 3,737
120 6.200 4.656 1.544 28.3% 0.165 3.0% 52% False False 3,202
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.039
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.639
2.618 6.250
1.618 6.012
1.000 5.865
0.618 5.774
HIGH 5.627
0.618 5.536
0.500 5.508
0.382 5.480
LOW 5.389
0.618 5.242
1.000 5.151
1.618 5.004
2.618 4.766
4.250 4.378
Fisher Pivots for day following 11-Jan-2010
Pivot 1 day 3 day
R1 5.508 5.673
PP 5.491 5.601
S1 5.474 5.529

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

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