NYMEX Natural Gas Future December 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 5.333 5.439 0.106 2.0% 5.176
High 5.479 5.492 0.013 0.2% 5.324
Low 5.326 5.422 0.096 1.8% 5.165
Close 5.443 5.446 0.003 0.1% 5.308
Range 0.153 0.070 -0.083 -54.2% 0.159
ATR 0.134 0.129 -0.005 -3.4% 0.000
Volume 5,612 6,915 1,303 23.2% 19,720
Daily Pivots for day following 11-May-2010
Classic Woodie Camarilla DeMark
R4 5.663 5.625 5.485
R3 5.593 5.555 5.465
R2 5.523 5.523 5.459
R1 5.485 5.485 5.452 5.504
PP 5.453 5.453 5.453 5.463
S1 5.415 5.415 5.440 5.434
S2 5.383 5.383 5.433
S3 5.313 5.345 5.427
S4 5.243 5.275 5.408
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 5.743 5.684 5.395
R3 5.584 5.525 5.352
R2 5.425 5.425 5.337
R1 5.366 5.366 5.323 5.396
PP 5.266 5.266 5.266 5.280
S1 5.207 5.207 5.293 5.237
S2 5.107 5.107 5.279
S3 4.948 5.048 5.264
S4 4.789 4.889 5.221
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.492 5.190 0.302 5.5% 0.110 2.0% 85% True False 4,849
10 5.559 5.145 0.414 7.6% 0.126 2.3% 73% False False 4,332
20 5.559 5.142 0.417 7.7% 0.127 2.3% 73% False False 3,773
40 5.561 5.068 0.493 9.1% 0.133 2.4% 77% False False 3,558
60 6.476 5.068 1.408 25.9% 0.123 2.3% 27% False False 3,146
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.023
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.790
2.618 5.675
1.618 5.605
1.000 5.562
0.618 5.535
HIGH 5.492
0.618 5.465
0.500 5.457
0.382 5.449
LOW 5.422
0.618 5.379
1.000 5.352
1.618 5.309
2.618 5.239
4.250 5.125
Fisher Pivots for day following 11-May-2010
Pivot 1 day 3 day
R1 5.457 5.411
PP 5.453 5.376
S1 5.450 5.341

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

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