NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 04-Jun-2010
Day Change Summary
Previous Current
03-Jun-2010 04-Jun-2010 Change Change % Previous Week
Open 4.437 4.699 0.262 5.9% 4.350
High 4.703 4.977 0.274 5.8% 4.977
Low 4.379 4.609 0.230 5.3% 4.217
Close 4.690 4.797 0.107 2.3% 4.797
Range 0.324 0.368 0.044 13.6% 0.760
ATR 0.182 0.195 0.013 7.3% 0.000
Volume 111,384 173,310 61,926 55.6% 483,365
Daily Pivots for day following 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.898 5.716 4.999
R3 5.530 5.348 4.898
R2 5.162 5.162 4.864
R1 4.980 4.980 4.831 5.071
PP 4.794 4.794 4.794 4.840
S1 4.612 4.612 4.763 4.703
S2 4.426 4.426 4.730
S3 4.058 4.244 4.696
S4 3.690 3.876 4.595
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.944 6.630 5.215
R3 6.184 5.870 5.006
R2 5.424 5.424 4.936
R1 5.110 5.110 4.867 5.267
PP 4.664 4.664 4.664 4.742
S1 4.350 4.350 4.727 4.507
S2 3.904 3.904 4.658
S3 3.144 3.590 4.588
S4 2.384 2.830 4.379
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.977 4.217 0.760 15.8% 0.252 5.2% 76% True False 115,265
10 4.977 4.036 0.941 19.6% 0.197 4.1% 81% True False 93,193
20 4.977 4.013 0.964 20.1% 0.182 3.8% 81% True False 76,282
40 4.977 3.971 1.006 21.0% 0.180 3.7% 82% True False 55,144
60 4.977 3.971 1.006 21.0% 0.171 3.6% 82% True False 41,835
80 5.703 3.971 1.732 36.1% 0.160 3.3% 48% False False 33,325
100 5.900 3.971 1.929 40.2% 0.163 3.4% 43% False False 27,530
120 6.075 3.971 2.104 43.9% 0.167 3.5% 39% False False 23,372
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 0.048
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 6.541
2.618 5.940
1.618 5.572
1.000 5.345
0.618 5.204
HIGH 4.977
0.618 4.836
0.500 4.793
0.382 4.750
LOW 4.609
0.618 4.382
1.000 4.241
1.618 4.014
2.618 3.646
4.250 3.045
Fisher Pivots for day following 04-Jun-2010
Pivot 1 day 3 day
R1 4.796 4.730
PP 4.794 4.664
S1 4.793 4.597

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

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