NYMEX Natural Gas Future September 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 4.460 4.490 0.030 0.7% 4.213
High 4.520 4.550 0.030 0.7% 4.520
Low 4.400 4.357 -0.043 -1.0% 4.168
Close 4.464 4.371 -0.093 -2.1% 4.464
Range 0.120 0.193 0.073 60.8% 0.352
ATR 0.151 0.154 0.003 2.0% 0.000
Volume 13,589 24,592 11,003 81.0% 62,968
Daily Pivots for day following 01-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.005 4.881 4.477
R3 4.812 4.688 4.424
R2 4.619 4.619 4.406
R1 4.495 4.495 4.389 4.461
PP 4.426 4.426 4.426 4.409
S1 4.302 4.302 4.353 4.268
S2 4.233 4.233 4.336
S3 4.040 4.109 4.318
S4 3.847 3.916 4.265
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 5.440 5.304 4.658
R3 5.088 4.952 4.561
R2 4.736 4.736 4.529
R1 4.600 4.600 4.496 4.668
PP 4.384 4.384 4.384 4.418
S1 4.248 4.248 4.432 4.316
S2 4.032 4.032 4.399
S3 3.680 3.896 4.367
S4 3.328 3.544 4.270
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.550 4.168 0.382 8.7% 0.149 3.4% 53% True False 15,581
10 4.702 4.168 0.534 12.2% 0.152 3.5% 38% False False 15,858
20 4.702 4.140 0.562 12.9% 0.146 3.3% 41% False False 16,471
40 4.702 4.140 0.562 12.9% 0.156 3.6% 41% False False 12,617
60 4.914 4.140 0.774 17.7% 0.148 3.4% 30% False False 10,458
80 5.884 4.140 1.744 39.9% 0.144 3.3% 13% False False 8,621
100 6.160 4.140 2.020 46.2% 0.144 3.3% 11% False False 7,249
120 6.160 4.140 2.020 46.2% 0.148 3.4% 11% False False 6,407
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 0.039
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5.370
2.618 5.055
1.618 4.862
1.000 4.743
0.618 4.669
HIGH 4.550
0.618 4.476
0.500 4.454
0.382 4.431
LOW 4.357
0.618 4.238
1.000 4.164
1.618 4.045
2.618 3.852
4.250 3.537
Fisher Pivots for day following 01-Jun-2010
Pivot 1 day 3 day
R1 4.454 4.420
PP 4.426 4.404
S1 4.399 4.387

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

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