NYMEX Natural Gas Future June 2010


Trading Metrics calculated at close of trading on 07-Apr-2010
Day Change Summary
Previous Current
06-Apr-2010 07-Apr-2010 Change Change % Previous Week
Open 4.380 4.212 -0.168 -3.8% 3.993
High 4.421 4.253 -0.168 -3.8% 4.248
Low 4.159 4.095 -0.064 -1.5% 3.914
Close 4.189 4.109 -0.080 -1.9% 4.177
Range 0.262 0.158 -0.104 -39.7% 0.334
ATR 0.172 0.171 -0.001 -0.6% 0.000
Volume 20,458 22,080 1,622 7.9% 90,150
Daily Pivots for day following 07-Apr-2010
Classic Woodie Camarilla DeMark
R4 4.626 4.526 4.196
R3 4.468 4.368 4.152
R2 4.310 4.310 4.138
R1 4.210 4.210 4.123 4.181
PP 4.152 4.152 4.152 4.138
S1 4.052 4.052 4.095 4.023
S2 3.994 3.994 4.080
S3 3.836 3.894 4.066
S4 3.678 3.736 4.022
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 4.421 3.914 0.507 12.3% 0.253 6.2% 38% False False 25,742
10 4.421 3.914 0.507 12.3% 0.189 4.6% 38% False False 21,941
20 4.725 3.914 0.811 19.7% 0.157 3.8% 24% False False 19,306
40 5.635 3.914 1.721 41.9% 0.148 3.6% 11% False False 14,961
60 5.830 3.914 1.916 46.6% 0.162 4.0% 10% False False 12,048
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.037
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.925
2.618 4.667
1.618 4.509
1.000 4.411
0.618 4.351
HIGH 4.253
0.618 4.193
0.500 4.174
0.382 4.155
LOW 4.095
0.618 3.997
1.000 3.937
1.618 3.839
2.618 3.681
4.250 3.424
Fisher Pivots for day following 07-Apr-2010
Pivot 1 day 3 day
R1 4.174 4.258
PP 4.152 4.208
S1 4.131 4.159

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

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