NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 28-May-2010
Day Change Summary
Previous Current
27-May-2010 28-May-2010 Change Change % Previous Week
Open 5.141 5.256 0.115 2.2% 5.090
High 5.258 5.291 0.033 0.6% 5.291
Low 5.128 5.184 0.056 1.1% 5.026
Close 5.227 5.257 0.030 0.6% 5.257
Range 0.130 0.107 -0.023 -17.7% 0.265
ATR 0.130 0.128 -0.002 -1.3% 0.000
Volume 3,547 4,973 1,426 40.2% 18,019
Daily Pivots for day following 28-May-2010
Classic Woodie Camarilla DeMark
R4 5.565 5.518 5.316
R3 5.458 5.411 5.286
R2 5.351 5.351 5.277
R1 5.304 5.304 5.267 5.328
PP 5.244 5.244 5.244 5.256
S1 5.197 5.197 5.247 5.221
S2 5.137 5.137 5.237
S3 5.030 5.090 5.228
S4 4.923 4.983 5.198
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 5.986 5.887 5.403
R3 5.721 5.622 5.330
R2 5.456 5.456 5.306
R1 5.357 5.357 5.281 5.407
PP 5.191 5.191 5.191 5.216
S1 5.092 5.092 5.233 5.142
S2 4.926 4.926 5.208
S3 4.661 4.827 5.184
S4 4.396 4.562 5.111
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.291 5.026 0.265 5.0% 0.115 2.2% 87% True False 3,603
10 5.512 5.026 0.486 9.2% 0.126 2.4% 48% False False 5,354
20 5.609 5.026 0.583 11.1% 0.117 2.2% 40% False False 5,299
40 5.609 5.026 0.583 11.1% 0.135 2.6% 40% False False 4,383
60 5.750 5.026 0.724 13.8% 0.126 2.4% 32% False False 3,899
80 6.573 5.026 1.547 29.4% 0.126 2.4% 15% False False 3,420
Crabel Price Patterns
NR True
NR4 False
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 0.028
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.746
2.618 5.571
1.618 5.464
1.000 5.398
0.618 5.357
HIGH 5.291
0.618 5.250
0.500 5.238
0.382 5.225
LOW 5.184
0.618 5.118
1.000 5.077
1.618 5.011
2.618 4.904
4.250 4.729
Fisher Pivots for day following 28-May-2010
Pivot 1 day 3 day
R1 5.251 5.240
PP 5.244 5.223
S1 5.238 5.206

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

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