NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 20-Jan-2010
Day Change Summary
Previous Current
19-Jan-2010 20-Jan-2010 Change Change % Previous Week
Open 5.609 5.488 -0.121 -2.2% 5.457
High 5.658 5.567 -0.091 -1.6% 5.752
Low 5.460 5.464 0.004 0.1% 5.371
Close 5.546 5.488 -0.058 -1.0% 5.687
Range 0.198 0.103 -0.095 -48.0% 0.381
ATR 0.238 0.228 -0.010 -4.0% 0.000
Volume 11,843 14,076 2,233 18.9% 72,526
Daily Pivots for day following 20-Jan-2010
Classic Woodie Camarilla DeMark
R4 5.815 5.755 5.545
R3 5.712 5.652 5.516
R2 5.609 5.609 5.507
R1 5.549 5.549 5.497 5.540
PP 5.506 5.506 5.506 5.502
S1 5.446 5.446 5.479 5.437
S2 5.403 5.403 5.469
S3 5.300 5.343 5.460
S4 5.197 5.240 5.431
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.746 6.598 5.897
R3 6.365 6.217 5.792
R2 5.984 5.984 5.757
R1 5.836 5.836 5.722 5.910
PP 5.603 5.603 5.603 5.641
S1 5.455 5.455 5.652 5.529
S2 5.222 5.222 5.617
S3 4.841 5.074 5.582
S4 4.460 4.693 5.477
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.752 5.434 0.318 5.8% 0.213 3.9% 17% False False 14,724
10 5.956 5.371 0.585 10.7% 0.220 4.0% 20% False False 13,384
20 5.956 5.371 0.585 10.7% 0.213 3.9% 20% False False 9,669
40 5.956 4.656 1.300 23.7% 0.221 4.0% 64% False False 7,712
60 6.003 4.656 1.347 24.5% 0.201 3.7% 62% False False 6,417
80 6.200 4.656 1.544 28.1% 0.191 3.5% 54% False False 5,378
100 6.200 4.656 1.544 28.1% 0.184 3.4% 54% False False 4,568
120 6.200 4.656 1.544 28.1% 0.169 3.1% 54% False False 3,890
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.048
Narrowest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 6.005
2.618 5.837
1.618 5.734
1.000 5.670
0.618 5.631
HIGH 5.567
0.618 5.528
0.500 5.516
0.382 5.503
LOW 5.464
0.618 5.400
1.000 5.361
1.618 5.297
2.618 5.194
4.250 5.026
Fisher Pivots for day following 20-Jan-2010
Pivot 1 day 3 day
R1 5.516 5.588
PP 5.506 5.555
S1 5.497 5.521

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

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