NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 27-May-2010
Day Change Summary
Previous Current
26-May-2010 27-May-2010 Change Change % Previous Week
Open 4.780 4.810 0.030 0.6% 5.060
High 4.896 4.903 0.007 0.1% 5.127
Low 4.763 4.769 0.006 0.1% 4.713
Close 4.776 4.876 0.100 2.1% 4.725
Range 0.133 0.134 0.001 0.8% 0.414
ATR 0.131 0.132 0.000 0.1% 0.000
Volume 3,826 4,284 458 12.0% 29,924
Daily Pivots for day following 27-May-2010
Classic Woodie Camarilla DeMark
R4 5.251 5.198 4.950
R3 5.117 5.064 4.913
R2 4.983 4.983 4.901
R1 4.930 4.930 4.888 4.957
PP 4.849 4.849 4.849 4.863
S1 4.796 4.796 4.864 4.823
S2 4.715 4.715 4.851
S3 4.581 4.662 4.839
S4 4.447 4.528 4.802
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 4.903 4.647 0.256 5.3% 0.118 2.4% 89% True False 4,189
10 5.127 4.647 0.480 9.8% 0.129 2.7% 48% False False 5,410
20 5.160 4.647 0.513 10.5% 0.115 2.4% 45% False False 5,212
40 5.160 4.647 0.513 10.5% 0.137 2.8% 45% False False 3,892
60 5.470 4.647 0.823 16.9% 0.124 2.5% 28% False False 3,313
80 6.280 4.647 1.633 33.5% 0.123 2.5% 14% False False 2,809
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 0.024
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.473
2.618 5.254
1.618 5.120
1.000 5.037
0.618 4.986
HIGH 4.903
0.618 4.852
0.500 4.836
0.382 4.820
LOW 4.769
0.618 4.686
1.000 4.635
1.618 4.552
2.618 4.418
4.250 4.200
Fisher Pivots for day following 27-May-2010
Pivot 1 day 3 day
R1 4.863 4.842
PP 4.849 4.809
S1 4.836 4.775

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

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