NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 18-May-2010
Day Change Summary
Previous Current
17-May-2010 18-May-2010 Change Change % Previous Week
Open 5.429 5.474 0.045 0.8% 5.333
High 5.470 5.512 0.042 0.8% 5.609
Low 5.375 5.334 -0.041 -0.8% 5.326
Close 5.438 5.373 -0.065 -1.2% 5.409
Range 0.095 0.178 0.083 87.4% 0.283
ATR 0.127 0.131 0.004 2.8% 0.000
Volume 8,546 6,946 -1,600 -18.7% 32,724
Daily Pivots for day following 18-May-2010
Classic Woodie Camarilla DeMark
R4 5.940 5.835 5.471
R3 5.762 5.657 5.422
R2 5.584 5.584 5.406
R1 5.479 5.479 5.389 5.443
PP 5.406 5.406 5.406 5.388
S1 5.301 5.301 5.357 5.265
S2 5.228 5.228 5.340
S3 5.050 5.123 5.324
S4 4.872 4.945 5.275
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 6.297 6.136 5.565
R3 6.014 5.853 5.487
R2 5.731 5.731 5.461
R1 5.570 5.570 5.435 5.651
PP 5.448 5.448 5.448 5.488
S1 5.287 5.287 5.383 5.368
S2 5.165 5.165 5.357
S3 4.882 5.004 5.331
S4 4.599 4.721 5.253
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.609 5.334 0.275 5.1% 0.129 2.4% 14% False True 7,137
10 5.609 5.190 0.419 7.8% 0.120 2.2% 44% False False 5,993
20 5.609 5.145 0.464 8.6% 0.127 2.4% 49% False False 4,698
40 5.609 5.068 0.541 10.1% 0.135 2.5% 56% False False 4,156
60 5.953 5.068 0.885 16.5% 0.124 2.3% 34% False False 3,554
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.031
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 6.269
2.618 5.978
1.618 5.800
1.000 5.690
0.618 5.622
HIGH 5.512
0.618 5.444
0.500 5.423
0.382 5.402
LOW 5.334
0.618 5.224
1.000 5.156
1.618 5.046
2.618 4.868
4.250 4.578
Fisher Pivots for day following 18-May-2010
Pivot 1 day 3 day
R1 5.423 5.427
PP 5.406 5.409
S1 5.390 5.391

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

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