NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 08-Jun-2010
Day Change Summary
Previous Current
07-Jun-2010 08-Jun-2010 Change Change % Previous Week
Open 4.860 5.030 0.170 3.5% 4.448
High 4.991 5.044 0.053 1.1% 5.017
Low 4.713 4.804 0.091 1.9% 4.285
Close 4.968 4.865 -0.103 -2.1% 4.842
Range 0.278 0.240 -0.038 -13.7% 0.732
ATR 0.193 0.196 0.003 1.7% 0.000
Volume 47,198 51,951 4,753 10.1% 124,067
Daily Pivots for day following 08-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.624 5.485 4.997
R3 5.384 5.245 4.931
R2 5.144 5.144 4.909
R1 5.005 5.005 4.887 4.955
PP 4.904 4.904 4.904 4.879
S1 4.765 4.765 4.843 4.715
S2 4.664 4.664 4.821
S3 4.424 4.525 4.799
S4 4.184 4.285 4.733
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 5.044 4.285 0.759 15.6% 0.278 5.7% 76% True False 39,333
10 5.044 4.108 0.936 19.2% 0.219 4.5% 81% True False 29,922
20 5.044 4.108 0.936 19.2% 0.185 3.8% 81% True False 25,590
40 5.044 4.070 0.974 20.0% 0.173 3.6% 82% True False 19,761
60 5.044 4.070 0.974 20.0% 0.166 3.4% 82% True False 15,903
80 5.752 4.070 1.682 34.6% 0.153 3.1% 47% False False 13,103
100 5.960 4.070 1.890 38.8% 0.151 3.1% 42% False False 10,983
120 6.111 4.070 2.041 42.0% 0.154 3.2% 39% False False 9,653
Crabel Price Patterns
NR True
NR4 True
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 True
Stretch 0.049
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.064
2.618 5.672
1.618 5.432
1.000 5.284
0.618 5.192
HIGH 5.044
0.618 4.952
0.500 4.924
0.382 4.896
LOW 4.804
0.618 4.656
1.000 4.564
1.618 4.416
2.618 4.176
4.250 3.784
Fisher Pivots for day following 08-Jun-2010
Pivot 1 day 3 day
R1 4.924 4.861
PP 4.904 4.856
S1 4.885 4.852

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

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