NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 02-Jul-2010
Day Change Summary
Previous Current
01-Jul-2010 02-Jul-2010 Change Change % Previous Week
Open 4.719 4.894 0.175 3.7% 4.950
High 5.004 4.954 -0.050 -1.0% 5.004
Low 4.653 4.729 0.076 1.6% 4.606
Close 4.939 4.795 -0.144 -2.9% 4.795
Range 0.351 0.225 -0.126 -35.9% 0.398
ATR 0.194 0.196 0.002 1.2% 0.000
Volume 34,141 39,612 5,471 16.0% 131,529
Daily Pivots for day following 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.501 5.373 4.919
R3 5.276 5.148 4.857
R2 5.051 5.051 4.836
R1 4.923 4.923 4.816 4.875
PP 4.826 4.826 4.826 4.802
S1 4.698 4.698 4.774 4.650
S2 4.601 4.601 4.754
S3 4.376 4.473 4.733
S4 4.151 4.248 4.671
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.996 5.793 5.014
R3 5.598 5.395 4.904
R2 5.200 5.200 4.868
R1 4.997 4.997 4.831 4.900
PP 4.802 4.802 4.802 4.753
S1 4.599 4.599 4.759 4.502
S2 4.404 4.404 4.722
S3 4.006 4.201 4.686
S4 3.608 3.803 4.576
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.004 4.606 0.398 8.3% 0.213 4.4% 47% False False 26,305
10 5.310 4.606 0.704 14.7% 0.200 4.2% 27% False False 24,328
20 5.345 4.606 0.739 15.4% 0.191 4.0% 26% False False 27,360
40 5.345 4.115 1.230 25.7% 0.181 3.8% 55% False False 24,725
60 5.345 4.115 1.230 25.7% 0.173 3.6% 55% False False 20,859
80 5.345 4.115 1.230 25.7% 0.165 3.4% 55% False False 18,935
100 5.885 4.115 1.770 36.9% 0.156 3.3% 38% False False 17,037
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.050
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.910
2.618 5.543
1.618 5.318
1.000 5.179
0.618 5.093
HIGH 4.954
0.618 4.868
0.500 4.842
0.382 4.815
LOW 4.729
0.618 4.590
1.000 4.504
1.618 4.365
2.618 4.140
4.250 3.773
Fisher Pivots for day following 02-Jul-2010
Pivot 1 day 3 day
R1 4.842 4.805
PP 4.826 4.802
S1 4.811 4.798

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

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