NYMEX Natural Gas Future June 2010


Trading Metrics calculated at close of trading on 05-Apr-2010
Day Change Summary
Previous Current
01-Apr-2010 05-Apr-2010 Change Change % Previous Week
Open 3.980 4.180 0.200 5.0% 3.993
High 4.248 4.404 0.156 3.7% 4.248
Low 3.914 4.100 0.186 4.8% 3.914
Close 4.177 4.371 0.194 4.6% 4.177
Range 0.334 0.304 -0.030 -9.0% 0.334
ATR 0.154 0.165 0.011 6.9% 0.000
Volume 28,713 36,965 8,252 28.7% 90,150
Daily Pivots for day following 05-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.204 5.091 4.538
R3 4.900 4.787 4.455
R2 4.596 4.596 4.427
R1 4.483 4.483 4.399 4.540
PP 4.292 4.292 4.292 4.320
S1 4.179 4.179 4.343 4.236
S2 3.988 3.988 4.315
S3 3.684 3.875 4.287
S4 3.380 3.571 4.204
Weekly Pivots for week ending 02-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.115 4.980 4.361
R3 4.781 4.646 4.269
R2 4.447 4.447 4.238
R1 4.312 4.312 4.208 4.380
PP 4.113 4.113 4.113 4.147
S1 3.978 3.978 4.146 4.046
S2 3.779 3.779 4.116
S3 3.445 3.644 4.085
S4 3.111 3.310 3.993
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.404 3.914 0.490 11.2% 0.222 5.1% 93% True False 25,423
10 4.404 3.914 0.490 11.2% 0.170 3.9% 93% True False 20,992
20 4.727 3.914 0.813 18.6% 0.147 3.4% 56% False False 18,686
40 5.738 3.914 1.824 41.7% 0.148 3.4% 25% False False 14,513
60 6.010 3.914 2.096 48.0% 0.162 3.7% 22% False False 11,508
Crabel Price Patterns
NR True
NR4 False
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 False
Stretch 0.032
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.696
2.618 5.200
1.618 4.896
1.000 4.708
0.618 4.592
HIGH 4.404
0.618 4.288
0.500 4.252
0.382 4.216
LOW 4.100
0.618 3.912
1.000 3.796
1.618 3.608
2.618 3.304
4.250 2.808
Fisher Pivots for day following 05-Apr-2010
Pivot 1 day 3 day
R1 4.331 4.300
PP 4.292 4.230
S1 4.252 4.159

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

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