NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 12-May-2010
Day Change Summary
Previous Current
11-May-2010 12-May-2010 Change Change % Previous Week
Open 5.439 5.485 0.046 0.8% 5.176
High 5.492 5.546 0.054 1.0% 5.324
Low 5.422 5.467 0.045 0.8% 5.165
Close 5.446 5.550 0.104 1.9% 5.308
Range 0.070 0.079 0.009 12.9% 0.159
ATR 0.129 0.127 -0.002 -1.6% 0.000
Volume 6,915 5,063 -1,852 -26.8% 19,720
Daily Pivots for day following 12-May-2010
Classic Woodie Camarilla DeMark
R4 5.758 5.733 5.593
R3 5.679 5.654 5.572
R2 5.600 5.600 5.564
R1 5.575 5.575 5.557 5.588
PP 5.521 5.521 5.521 5.527
S1 5.496 5.496 5.543 5.509
S2 5.442 5.442 5.536
S3 5.363 5.417 5.528
S4 5.284 5.338 5.507
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 5.546 5.190 0.356 6.4% 0.113 2.0% 101% True False 5,244
10 5.546 5.145 0.401 7.2% 0.125 2.2% 101% True False 4,518
20 5.559 5.142 0.417 7.5% 0.126 2.3% 98% False False 3,821
40 5.559 5.068 0.491 8.8% 0.133 2.4% 98% False False 3,644
60 6.339 5.068 1.271 22.9% 0.122 2.2% 38% False False 3,198
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.882
2.618 5.753
1.618 5.674
1.000 5.625
0.618 5.595
HIGH 5.546
0.618 5.516
0.500 5.507
0.382 5.497
LOW 5.467
0.618 5.418
1.000 5.388
1.618 5.339
2.618 5.260
4.250 5.131
Fisher Pivots for day following 12-May-2010
Pivot 1 day 3 day
R1 5.536 5.512
PP 5.521 5.474
S1 5.507 5.436

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

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