NYMEX Natural Gas Future October 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 4.659 4.840 0.181 3.9% 4.476
High 4.850 5.089 0.239 4.9% 5.089
Low 4.592 4.773 0.181 3.9% 4.460
Close 4.841 4.940 0.099 2.0% 4.940
Range 0.258 0.316 0.058 22.5% 0.629
ATR 0.170 0.181 0.010 6.1% 0.000
Volume 28,602 53,782 25,180 88.0% 121,953
Daily Pivots for day following 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.882 5.727 5.114
R3 5.566 5.411 5.027
R2 5.250 5.250 4.998
R1 5.095 5.095 4.969 5.173
PP 4.934 4.934 4.934 4.973
S1 4.779 4.779 4.911 4.857
S2 4.618 4.618 4.882
S3 4.302 4.463 4.853
S4 3.986 4.147 4.766
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.717 6.457 5.286
R3 6.088 5.828 5.113
R2 5.459 5.459 5.055
R1 5.199 5.199 4.998 5.329
PP 4.830 4.830 4.830 4.895
S1 4.570 4.570 4.882 4.700
S2 4.201 4.201 4.825
S3 3.572 3.941 4.767
S4 2.943 3.312 4.594
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.089 4.460 0.629 12.7% 0.213 4.3% 76% True False 28,472
10 5.089 4.270 0.819 16.6% 0.174 3.5% 82% True False 21,888
20 5.089 4.115 0.974 19.7% 0.171 3.5% 85% True False 22,090
40 5.089 4.115 0.974 19.7% 0.165 3.3% 85% True False 17,608
60 5.089 4.115 0.974 19.7% 0.157 3.2% 85% True False 16,127
80 5.885 4.115 1.770 35.8% 0.148 3.0% 47% False False 14,457
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 10 trading days
Fibonacci Retracements and Extensions
4.250 6.432
2.618 5.916
1.618 5.600
1.000 5.405
0.618 5.284
HIGH 5.089
0.618 4.968
0.500 4.931
0.382 4.894
LOW 4.773
0.618 4.578
1.000 4.457
1.618 4.262
2.618 3.946
4.250 3.430
Fisher Pivots for day following 04-Jun-2010
Pivot 1 day 3 day
R1 4.937 4.886
PP 4.934 4.833
S1 4.931 4.779

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

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