NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 02-Jun-2010
Day Change Summary
Previous Current
01-Jun-2010 02-Jun-2010 Change Change % Previous Week
Open 4.350 4.217 -0.133 -3.1% 4.111
High 4.431 4.440 0.009 0.2% 4.399
Low 4.227 4.217 -0.010 -0.2% 4.036
Close 4.248 4.424 0.176 4.1% 4.341
Range 0.204 0.223 0.019 9.3% 0.363
ATR 0.167 0.171 0.004 2.4% 0.000
Volume 99,760 98,911 -849 -0.9% 389,390
Daily Pivots for day following 02-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.029 4.950 4.547
R3 4.806 4.727 4.485
R2 4.583 4.583 4.465
R1 4.504 4.504 4.444 4.544
PP 4.360 4.360 4.360 4.380
S1 4.281 4.281 4.404 4.321
S2 4.137 4.137 4.383
S3 3.914 4.058 4.363
S4 3.691 3.835 4.301
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 4.440 4.135 0.305 6.9% 0.184 4.2% 95% True False 94,191
10 4.440 4.036 0.404 9.1% 0.165 3.7% 96% True False 76,848
20 4.587 3.971 0.616 13.9% 0.170 3.8% 74% False False 64,676
40 4.587 3.971 0.616 13.9% 0.172 3.9% 74% False False 49,289
60 4.815 3.971 0.844 19.1% 0.163 3.7% 54% False False 37,464
80 5.810 3.971 1.839 41.6% 0.157 3.5% 25% False False 29,946
100 5.900 3.971 1.929 43.6% 0.160 3.6% 23% False False 24,759
120 6.075 3.971 2.104 47.6% 0.165 3.7% 22% False False 21,037
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 0.037
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 5.388
2.618 5.024
1.618 4.801
1.000 4.663
0.618 4.578
HIGH 4.440
0.618 4.355
0.500 4.329
0.382 4.302
LOW 4.217
0.618 4.079
1.000 3.994
1.618 3.856
2.618 3.633
4.250 3.269
Fisher Pivots for day following 02-Jun-2010
Pivot 1 day 3 day
R1 4.392 4.392
PP 4.360 4.360
S1 4.329 4.329

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

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