NYMEX Natural Gas Future June 2010


Trading Metrics calculated at close of trading on 29-Apr-2010
Day Change Summary
Previous Current
28-Apr-2010 29-Apr-2010 Change Change % Previous Week
Open 4.310 4.348 0.038 0.9% 4.109
High 4.424 4.386 -0.038 -0.9% 4.410
Low 4.281 3.967 -0.314 -7.3% 3.967
Close 4.348 3.980 -0.368 -8.5% 4.343
Range 0.143 0.419 0.276 193.0% 0.443
ATR 0.170 0.187 0.018 10.5% 0.000
Volume 74,187 104,356 30,169 40.7% 348,880
Daily Pivots for day following 29-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.368 5.093 4.210
R3 4.949 4.674 4.095
R2 4.530 4.530 4.057
R1 4.255 4.255 4.018 4.183
PP 4.111 4.111 4.111 4.075
S1 3.836 3.836 3.942 3.764
S2 3.692 3.692 3.903
S3 3.273 3.417 3.865
S4 2.854 2.998 3.750
Weekly Pivots for week ending 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.569 5.399 4.587
R3 5.126 4.956 4.465
R2 4.683 4.683 4.424
R1 4.513 4.513 4.384 4.598
PP 4.240 4.240 4.240 4.283
S1 4.070 4.070 4.302 4.155
S2 3.797 3.797 4.262
S3 3.354 3.627 4.221
S4 2.911 3.184 4.099
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.424 3.967 0.457 11.5% 0.211 5.3% 3% False True 81,475
10 4.424 3.967 0.457 11.5% 0.179 4.5% 3% False True 75,881
20 4.424 3.914 0.510 12.8% 0.206 5.2% 13% False False 60,200
40 4.910 3.914 0.996 25.0% 0.168 4.2% 7% False False 38,487
60 5.738 3.914 1.824 45.8% 0.163 4.1% 4% False False 28,950
80 6.010 3.914 2.096 52.7% 0.171 4.3% 3% False False 22,942
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.043
Widest range in 81 trading days
Fibonacci Retracements and Extensions
4.250 6.167
2.618 5.483
1.618 5.064
1.000 4.805
0.618 4.645
HIGH 4.386
0.618 4.226
0.500 4.177
0.382 4.127
LOW 3.967
0.618 3.708
1.000 3.548
1.618 3.289
2.618 2.870
4.250 2.186
Fisher Pivots for day following 29-Apr-2010
Pivot 1 day 3 day
R1 4.177 4.196
PP 4.111 4.124
S1 4.046 4.052

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

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