NYMEX Natural Gas Future September 2010

Trading Metrics calculated at close of trading on 03-Jun-2010

Day Change Summary
	Previous	Current
	02-Jun-2010	03-Jun-2010	Change	Change %	Previous Week
Open	4.385	4.555	0.170	3.9%	4.213
High	4.540	4.769	0.229	5.0%	4.520
Low	4.362	4.491	0.129	3.0%	4.168
Close	4.531	4.765	0.234	5.2%	4.464
Range	0.178	0.278	0.100	56.2%	0.352
ATR	0.155	0.164	0.009	5.6%	0.000
Volume	18,870	27,902	9,032	47.9%	62,968

Daily Pivots for day following 03-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.509	5.415	4.918
R3	5.231	5.137	4.841
R2	4.953	4.953	4.816
R1	4.859	4.859	4.790	4.906
PP	4.675	4.675	4.675	4.699
S1	4.581	4.581	4.740	4.628
S2	4.397	4.397	4.714
S3	4.119	4.303	4.689
S4	3.841	4.025	4.612

Weekly Pivots for week ending 28-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.440	5.304	4.658
R3	5.088	4.952	4.561
R2	4.736	4.736	4.529
R1	4.600	4.600	4.496	4.668
PP	4.384	4.384	4.384	4.418
S1	4.248	4.248	4.432	4.316
S2	4.032	4.032	4.399
S3	3.680	3.896	4.367
S4	3.328	3.544	4.270

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.769	4.290	0.479	10.1%	0.186	3.9%	99%	True	False	19,951
10	4.769	4.168	0.601	12.6%	0.159	3.3%	99%	True	False	16,253
20	4.769	4.140	0.629	13.2%	0.160	3.4%	99%	True	False	17,792
40	4.769	4.140	0.629	13.2%	0.158	3.3%	99%	True	False	13,387
60	4.910	4.140	0.770	16.2%	0.151	3.2%	81%	False	False	11,078
80	5.789	4.140	1.649	34.6%	0.145	3.0%	38%	False	False	9,136
100	5.990	4.140	1.850	38.8%	0.145	3.1%	34%	False	False	7,679
120	6.160	4.140	2.020	42.4%	0.149	3.1%	31%	False	False	6,758

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	0.037
Widest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	5.951
2.618	5.497
1.618	5.219
1.000	5.047
0.618	4.941
HIGH	4.769
0.618	4.663
0.500	4.630
0.382	4.597
LOW	4.491
0.618	4.319
1.000	4.213
1.618	4.041
2.618	3.763
4.250	3.310

Fisher Pivots for day following 03-Jun-2010
Pivot	1 day	3 day
R1	4.720	4.698
PP	4.675	4.630
S1	4.630	4.563

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols