NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 26-May-2010
Day Change Summary
Previous Current
25-May-2010 26-May-2010 Change Change % Previous Week
Open 4.660 4.780 0.120 2.6% 5.060
High 4.750 4.896 0.146 3.1% 5.127
Low 4.647 4.763 0.116 2.5% 4.713
Close 4.722 4.776 0.054 1.1% 4.725
Range 0.103 0.133 0.030 29.1% 0.414
ATR 0.128 0.131 0.003 2.6% 0.000
Volume 3,040 3,826 786 25.9% 29,924
Daily Pivots for day following 26-May-2010
Classic Woodie Camarilla DeMark
R4 5.211 5.126 4.849
R3 5.078 4.993 4.813
R2 4.945 4.945 4.800
R1 4.860 4.860 4.788 4.836
PP 4.812 4.812 4.812 4.800
S1 4.727 4.727 4.764 4.703
S2 4.679 4.679 4.752
S3 4.546 4.594 4.739
S4 4.413 4.461 4.703
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 6.097 5.825 4.953
R3 5.683 5.411 4.839
R2 5.269 5.269 4.801
R1 4.997 4.997 4.763 4.926
PP 4.855 4.855 4.855 4.820
S1 4.583 4.583 4.687 4.512
S2 4.441 4.441 4.649
S3 4.027 4.169 4.611
S4 3.613 3.755 4.497
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.896 4.647 0.249 5.2% 0.116 2.4% 52% True False 4,512
10 5.160 4.647 0.513 10.7% 0.129 2.7% 25% False False 5,782
20 5.160 4.647 0.513 10.7% 0.126 2.6% 25% False False 5,094
40 5.160 4.647 0.513 10.7% 0.137 2.9% 25% False False 3,849
60 5.503 4.647 0.856 17.9% 0.123 2.6% 15% False False 3,282
80 6.280 4.647 1.633 34.2% 0.122 2.6% 8% False False 2,773
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.461
2.618 5.244
1.618 5.111
1.000 5.029
0.618 4.978
HIGH 4.896
0.618 4.845
0.500 4.830
0.382 4.814
LOW 4.763
0.618 4.681
1.000 4.630
1.618 4.548
2.618 4.415
4.250 4.198
Fisher Pivots for day following 26-May-2010
Pivot 1 day 3 day
R1 4.830 4.775
PP 4.812 4.773
S1 4.794 4.772

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

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