NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 28-Jun-2010
Day Change Summary
Previous Current
25-Jun-2010 28-Jun-2010 Change Change % Previous Week
Open 4.840 4.872 0.032 0.7% 5.092
High 4.961 4.917 -0.044 -0.9% 5.252
Low 4.824 4.767 -0.057 -1.2% 4.771
Close 4.943 4.772 -0.171 -3.5% 4.943
Range 0.137 0.150 0.013 9.5% 0.481
ATR 0.191 0.190 -0.001 -0.6% 0.000
Volume 13,253 14,659 1,406 10.6% 101,484
Daily Pivots for day following 28-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.269 5.170 4.855
R3 5.119 5.020 4.813
R2 4.969 4.969 4.800
R1 4.870 4.870 4.786 4.845
PP 4.819 4.819 4.819 4.806
S1 4.720 4.720 4.758 4.695
S2 4.669 4.669 4.745
S3 4.519 4.570 4.731
S4 4.369 4.420 4.690
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.432 6.168 5.208
R3 5.951 5.687 5.075
R2 5.470 5.470 5.031
R1 5.206 5.206 4.987 5.098
PP 4.989 4.989 4.989 4.934
S1 4.725 4.725 4.899 4.617
S2 4.508 4.508 4.855
S3 4.027 4.244 4.811
S4 3.546 3.763 4.678
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.010 4.767 0.243 5.1% 0.161 3.4% 2% False True 19,018
10 5.282 4.767 0.515 10.8% 0.193 4.0% 1% False True 21,271
20 5.282 4.357 0.925 19.4% 0.204 4.3% 45% False False 30,923
40 5.282 4.140 1.142 23.9% 0.173 3.6% 55% False False 23,432
60 5.282 4.140 1.142 23.9% 0.173 3.6% 55% False False 18,529
80 5.282 4.140 1.142 23.9% 0.160 3.4% 55% False False 15,328
100 5.884 4.140 1.744 36.5% 0.156 3.3% 36% False False 12,852
120 6.160 4.140 2.020 42.3% 0.154 3.2% 31% False False 11,008
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.057
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.555
2.618 5.310
1.618 5.160
1.000 5.067
0.618 5.010
HIGH 4.917
0.618 4.860
0.500 4.842
0.382 4.824
LOW 4.767
0.618 4.674
1.000 4.617
1.618 4.524
2.618 4.374
4.250 4.130
Fisher Pivots for day following 28-Jun-2010
Pivot 1 day 3 day
R1 4.842 4.864
PP 4.819 4.833
S1 4.795 4.803

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

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