NYMEX Natural Gas Future January 2011


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 5.351 5.380 0.029 0.5% 5.682
High 5.480 5.464 -0.016 -0.3% 5.705
Low 5.345 5.339 -0.006 -0.1% 5.320
Close 5.358 5.441 0.083 1.5% 5.327
Range 0.135 0.125 -0.010 -7.4% 0.385
ATR 0.125 0.125 0.000 0.0% 0.000
Volume 6,476 7,472 996 15.4% 62,094
Daily Pivots for day following 27-May-2010
Classic Woodie Camarilla DeMark
R4 5.790 5.740 5.510
R3 5.665 5.615 5.475
R2 5.540 5.540 5.464
R1 5.490 5.490 5.452 5.515
PP 5.415 5.415 5.415 5.427
S1 5.365 5.365 5.430 5.390
S2 5.290 5.290 5.418
S3 5.165 5.240 5.407
S4 5.040 5.115 5.372
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 6.606 6.351 5.539
R3 6.221 5.966 5.433
R2 5.836 5.836 5.398
R1 5.581 5.581 5.362 5.516
PP 5.451 5.451 5.451 5.418
S1 5.196 5.196 5.292 5.131
S2 5.066 5.066 5.256
S3 4.681 4.811 5.221
S4 4.296 4.426 5.115
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.480 5.228 0.252 4.6% 0.117 2.1% 85% False False 7,103
10 5.739 5.228 0.511 9.4% 0.128 2.4% 42% False False 10,117
20 5.813 5.228 0.585 10.8% 0.113 2.1% 36% False False 10,051
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 0.017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.995
2.618 5.791
1.618 5.666
1.000 5.589
0.618 5.541
HIGH 5.464
0.618 5.416
0.500 5.402
0.382 5.387
LOW 5.339
0.618 5.262
1.000 5.214
1.618 5.137
2.618 5.012
4.250 4.808
Fisher Pivots for day following 27-May-2010
Pivot 1 day 3 day
R1 5.428 5.412
PP 5.415 5.383
S1 5.402 5.354

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

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