NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 30-Jun-2010
Day Change Summary
Previous Current
29-Jun-2010 30-Jun-2010 Change Change % Previous Week
Open 4.784 4.610 -0.174 -3.6% 5.092
High 4.792 4.665 -0.127 -2.7% 5.252
Low 4.566 4.516 -0.050 -1.1% 4.771
Close 4.587 4.652 0.065 1.4% 4.943
Range 0.226 0.149 -0.077 -34.1% 0.481
ATR 0.193 0.190 -0.003 -1.6% 0.000
Volume 14,013 24,887 10,874 77.6% 101,484
Daily Pivots for day following 30-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.058 5.004 4.734
R3 4.909 4.855 4.693
R2 4.760 4.760 4.679
R1 4.706 4.706 4.666 4.733
PP 4.611 4.611 4.611 4.625
S1 4.557 4.557 4.638 4.584
S2 4.462 4.462 4.625
S3 4.313 4.408 4.611
S4 4.164 4.259 4.570
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 4.961 4.516 0.445 9.6% 0.163 3.5% 31% False True 17,992
10 5.269 4.516 0.753 16.2% 0.191 4.1% 18% False True 19,904
20 5.282 4.491 0.791 17.0% 0.205 4.4% 20% False False 30,695
40 5.282 4.140 1.142 24.5% 0.178 3.8% 45% False False 23,861
60 5.282 4.140 1.142 24.5% 0.171 3.7% 45% False False 18,809
80 5.282 4.140 1.142 24.5% 0.163 3.5% 45% False False 15,690
100 5.884 4.140 1.744 37.5% 0.156 3.4% 29% False False 13,202
120 5.990 4.140 1.850 39.8% 0.154 3.3% 28% False False 11,294
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.054
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.298
2.618 5.055
1.618 4.906
1.000 4.814
0.618 4.757
HIGH 4.665
0.618 4.608
0.500 4.591
0.382 4.573
LOW 4.516
0.618 4.424
1.000 4.367
1.618 4.275
2.618 4.126
4.250 3.883
Fisher Pivots for day following 30-Jun-2010
Pivot 1 day 3 day
R1 4.632 4.717
PP 4.611 4.695
S1 4.591 4.674

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

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