NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 11-May-2010
Day Change Summary
Previous Current
10-May-2010 11-May-2010 Change Change % Previous Week
Open 4.446 4.535 0.089 2.0% 4.358
High 4.610 4.594 -0.016 -0.3% 4.495
Low 4.444 4.491 0.047 1.1% 4.268
Close 4.552 4.509 -0.043 -0.9% 4.425
Range 0.166 0.103 -0.063 -38.0% 0.227
ATR 0.157 0.153 -0.004 -2.5% 0.000
Volume 16,599 19,504 2,905 17.5% 70,165
Daily Pivots for day following 11-May-2010
Classic Woodie Camarilla DeMark
R4 4.840 4.778 4.566
R3 4.737 4.675 4.537
R2 4.634 4.634 4.528
R1 4.572 4.572 4.518 4.552
PP 4.531 4.531 4.531 4.521
S1 4.469 4.469 4.500 4.449
S2 4.428 4.428 4.490
S3 4.325 4.366 4.481
S4 4.222 4.263 4.452
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 5.077 4.978 4.550
R3 4.850 4.751 4.487
R2 4.623 4.623 4.467
R1 4.524 4.524 4.446 4.574
PP 4.396 4.396 4.396 4.421
S1 4.297 4.297 4.404 4.347
S2 4.169 4.169 4.383
S3 3.942 4.070 4.363
S4 3.715 3.843 4.300
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.610 4.268 0.342 7.6% 0.147 3.3% 70% False False 16,136
10 4.802 4.268 0.534 11.8% 0.157 3.5% 45% False False 15,593
20 4.802 4.268 0.534 11.8% 0.150 3.3% 45% False False 13,857
40 4.861 4.264 0.597 13.2% 0.152 3.4% 41% False False 13,616
60 5.885 4.264 1.621 36.0% 0.141 3.1% 15% False False 12,400
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.031
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.032
2.618 4.864
1.618 4.761
1.000 4.697
0.618 4.658
HIGH 4.594
0.618 4.555
0.500 4.543
0.382 4.530
LOW 4.491
0.618 4.427
1.000 4.388
1.618 4.324
2.618 4.221
4.250 4.053
Fisher Pivots for day following 11-May-2010
Pivot 1 day 3 day
R1 4.543 4.492
PP 4.531 4.475
S1 4.520 4.458

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

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