NYMEX Natural Gas Future August 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 4.499 4.737 0.238 5.3% 4.448
High 4.745 5.017 0.272 5.7% 5.017
Low 4.440 4.659 0.219 4.9% 4.285
Close 4.735 4.842 0.107 2.3% 4.842
Range 0.305 0.358 0.053 17.4% 0.732
ATR 0.173 0.187 0.013 7.6% 0.000
Volume 26,410 53,047 26,637 100.9% 124,067
Daily Pivots for day following 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.913 5.736 5.039
R3 5.555 5.378 4.940
R2 5.197 5.197 4.908
R1 5.020 5.020 4.875 5.109
PP 4.839 4.839 4.839 4.884
S1 4.662 4.662 4.809 4.751
S2 4.481 4.481 4.776
S3 4.123 4.304 4.744
S4 3.765 3.946 4.645
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.911 6.608 5.245
R3 6.179 5.876 5.043
R2 5.447 5.447 4.976
R1 5.144 5.144 4.909 5.296
PP 4.715 4.715 4.715 4.790
S1 4.412 4.412 4.775 4.564
S2 3.983 3.983 4.708
S3 3.251 3.680 4.641
S4 2.519 2.948 4.439
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.017 4.285 0.732 15.1% 0.241 5.0% 76% True False 28,974
10 5.017 4.108 0.909 18.8% 0.190 3.9% 81% True False 23,370
20 5.017 4.108 0.909 18.8% 0.175 3.6% 81% True False 22,674
40 5.017 4.070 0.947 19.6% 0.170 3.5% 82% True False 18,085
60 5.017 4.070 0.947 19.6% 0.160 3.3% 82% True False 14,608
80 5.752 4.070 1.682 34.7% 0.149 3.1% 46% False False 11,969
100 5.960 4.070 1.890 39.0% 0.149 3.1% 41% False False 10,037
120 6.111 4.070 2.041 42.2% 0.153 3.2% 38% False False 8,895
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 0.041
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 6.539
2.618 5.954
1.618 5.596
1.000 5.375
0.618 5.238
HIGH 5.017
0.618 4.880
0.500 4.838
0.382 4.796
LOW 4.659
0.618 4.438
1.000 4.301
1.618 4.080
2.618 3.722
4.250 3.138
Fisher Pivots for day following 04-Jun-2010
Pivot 1 day 3 day
R1 4.841 4.778
PP 4.839 4.715
S1 4.838 4.651

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

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