NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 01-Jun-2010
Day Change Summary
Previous Current
28-May-2010 01-Jun-2010 Change Change % Previous Week
Open 4.337 4.350 0.013 0.3% 4.111
High 4.399 4.431 0.032 0.7% 4.399
Low 4.260 4.227 -0.033 -0.8% 4.036
Close 4.341 4.248 -0.093 -2.1% 4.341
Range 0.139 0.204 0.065 46.8% 0.363
ATR 0.164 0.167 0.003 1.7% 0.000
Volume 92,962 99,760 6,798 7.3% 389,390
Daily Pivots for day following 01-Jun-2010
Classic Woodie Camarilla DeMark
R4 4.914 4.785 4.360
R3 4.710 4.581 4.304
R2 4.506 4.506 4.285
R1 4.377 4.377 4.267 4.340
PP 4.302 4.302 4.302 4.283
S1 4.173 4.173 4.229 4.136
S2 4.098 4.098 4.211
S3 3.894 3.969 4.192
S4 3.690 3.765 4.136
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 4.431 4.036 0.395 9.3% 0.163 3.8% 54% True False 87,244
10 4.587 4.036 0.551 13.0% 0.163 3.8% 38% False False 73,694
20 4.587 3.971 0.616 14.5% 0.163 3.8% 45% False False 60,763
40 4.587 3.971 0.616 14.5% 0.172 4.1% 45% False False 47,284
60 4.815 3.971 0.844 19.9% 0.161 3.8% 33% False False 36,024
80 5.810 3.971 1.839 43.3% 0.156 3.7% 15% False False 28,774
100 6.050 3.971 2.079 48.9% 0.160 3.8% 13% False False 23,799
120 6.075 3.971 2.104 49.5% 0.164 3.9% 13% False False 20,234
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.045
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5.298
2.618 4.965
1.618 4.761
1.000 4.635
0.618 4.557
HIGH 4.431
0.618 4.353
0.500 4.329
0.382 4.305
LOW 4.227
0.618 4.101
1.000 4.023
1.618 3.897
2.618 3.693
4.250 3.360
Fisher Pivots for day following 01-Jun-2010
Pivot 1 day 3 day
R1 4.329 4.293
PP 4.302 4.278
S1 4.275 4.263

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

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