NYMEX Natural Gas Future July 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 4.175 4.337 0.162 3.9% 4.111
High 4.330 4.399 0.069 1.6% 4.399
Low 4.154 4.260 0.106 2.6% 4.036
Close 4.294 4.341 0.047 1.1% 4.341
Range 0.176 0.139 -0.037 -21.0% 0.363
ATR 0.166 0.164 -0.002 -1.2% 0.000
Volume 108,945 92,962 -15,983 -14.7% 389,390
Daily Pivots for day following 28-May-2010
Classic Woodie Camarilla DeMark
R4 4.750 4.685 4.417
R3 4.611 4.546 4.379
R2 4.472 4.472 4.366
R1 4.407 4.407 4.354 4.440
PP 4.333 4.333 4.333 4.350
S1 4.268 4.268 4.328 4.301
S2 4.194 4.194 4.316
S3 4.055 4.129 4.303
S4 3.916 3.990 4.265
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 5.348 5.207 4.541
R3 4.985 4.844 4.441
R2 4.622 4.622 4.408
R1 4.481 4.481 4.374 4.552
PP 4.259 4.259 4.259 4.294
S1 4.118 4.118 4.308 4.189
S2 3.896 3.896 4.274
S3 3.533 3.755 4.241
S4 3.170 3.392 4.141
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.399 4.036 0.363 8.4% 0.139 3.2% 84% True False 77,878
10 4.587 4.036 0.551 12.7% 0.155 3.6% 55% False False 70,868
20 4.587 3.971 0.616 14.2% 0.159 3.7% 60% False False 57,326
40 4.587 3.971 0.616 14.2% 0.175 4.0% 60% False False 45,590
60 4.843 3.971 0.872 20.1% 0.159 3.7% 42% False False 34,559
80 5.810 3.971 1.839 42.4% 0.156 3.6% 20% False False 27,574
100 6.050 3.971 2.079 47.9% 0.160 3.7% 18% False False 22,824
120 6.075 3.971 2.104 48.5% 0.165 3.8% 18% False False 19,423
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 0.042
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.990
2.618 4.763
1.618 4.624
1.000 4.538
0.618 4.485
HIGH 4.399
0.618 4.346
0.500 4.330
0.382 4.313
LOW 4.260
0.618 4.174
1.000 4.121
1.618 4.035
2.618 3.896
4.250 3.669
Fisher Pivots for day following 28-May-2010
Pivot 1 day 3 day
R1 4.337 4.316
PP 4.333 4.292
S1 4.330 4.267

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

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