NYMEX Natural Gas Future June 2010


Trading Metrics calculated at close of trading on 22-Apr-2010
Day Change Summary
Previous Current
21-Apr-2010 22-Apr-2010 Change Change % Previous Week
Open 4.066 4.067 0.001 0.0% 4.205
High 4.125 4.231 0.106 2.6% 4.359
Low 4.018 4.011 -0.007 -0.2% 4.039
Close 4.041 4.215 0.174 4.3% 4.125
Range 0.107 0.220 0.113 105.6% 0.320
ATR 0.171 0.175 0.003 2.0% 0.000
Volume 60,957 52,349 -8,608 -14.1% 337,034
Daily Pivots for day following 22-Apr-2010
Classic Woodie Camarilla DeMark
R4 4.812 4.734 4.336
R3 4.592 4.514 4.276
R2 4.372 4.372 4.255
R1 4.294 4.294 4.235 4.333
PP 4.152 4.152 4.152 4.172
S1 4.074 4.074 4.195 4.113
S2 3.932 3.932 4.175
S3 3.712 3.854 4.155
S4 3.492 3.634 4.094
Weekly Pivots for week ending 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.134 4.950 4.301
R3 4.814 4.630 4.213
R2 4.494 4.494 4.184
R1 4.310 4.310 4.154 4.242
PP 4.174 4.174 4.174 4.141
S1 3.990 3.990 4.096 3.922
S2 3.854 3.854 4.066
S3 3.534 3.670 4.037
S4 3.214 3.350 3.949
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.231 3.967 0.264 6.3% 0.147 3.5% 94% True False 70,286
10 4.359 3.967 0.392 9.3% 0.177 4.2% 63% False False 65,357
20 4.421 3.914 0.507 12.0% 0.191 4.5% 59% False False 44,789
40 5.008 3.914 1.094 26.0% 0.156 3.7% 28% False False 29,586
60 5.738 3.914 1.824 43.3% 0.159 3.8% 17% False False 22,661
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.046
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.166
2.618 4.807
1.618 4.587
1.000 4.451
0.618 4.367
HIGH 4.231
0.618 4.147
0.500 4.121
0.382 4.095
LOW 4.011
0.618 3.875
1.000 3.791
1.618 3.655
2.618 3.435
4.250 3.076
Fisher Pivots for day following 22-Apr-2010
Pivot 1 day 3 day
R1 4.184 4.176
PP 4.152 4.138
S1 4.121 4.099

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

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