NYMEX Natural Gas Future June 2010


Trading Metrics calculated at close of trading on 12-Apr-2010
Day Change Summary
Previous Current
09-Apr-2010 12-Apr-2010 Change Change % Previous Week
Open 4.033 4.205 0.172 4.3% 4.180
High 4.200 4.279 0.079 1.9% 4.421
Low 4.012 4.039 0.027 0.7% 3.950
Close 4.169 4.111 -0.058 -1.4% 4.169
Range 0.188 0.240 0.052 27.7% 0.471
ATR 0.177 0.181 0.005 2.6% 0.000
Volume 53,201 48,785 -4,416 -8.3% 167,542
Daily Pivots for day following 12-Apr-2010
Classic Woodie Camarilla DeMark
R4 4.863 4.727 4.243
R3 4.623 4.487 4.177
R2 4.383 4.383 4.155
R1 4.247 4.247 4.133 4.195
PP 4.143 4.143 4.143 4.117
S1 4.007 4.007 4.089 3.955
S2 3.903 3.903 4.067
S3 3.663 3.767 4.045
S4 3.423 3.527 3.979
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.593 5.352 4.428
R3 5.122 4.881 4.299
R2 4.651 4.651 4.255
R1 4.410 4.410 4.212 4.295
PP 4.180 4.180 4.180 4.123
S1 3.939 3.939 4.126 3.824
S2 3.709 3.709 4.083
S3 3.238 3.468 4.039
S4 2.767 2.997 3.910
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.421 3.950 0.471 11.5% 0.217 5.3% 34% False False 35,872
10 4.421 3.914 0.507 12.3% 0.219 5.3% 39% False False 30,647
20 4.592 3.914 0.678 16.5% 0.170 4.1% 29% False False 23,214
40 5.635 3.914 1.721 41.9% 0.155 3.8% 11% False False 17,615
60 5.830 3.914 1.916 46.6% 0.161 3.9% 10% False False 14,100
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.049
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.299
2.618 4.907
1.618 4.667
1.000 4.519
0.618 4.427
HIGH 4.279
0.618 4.187
0.500 4.159
0.382 4.131
LOW 4.039
0.618 3.891
1.000 3.799
1.618 3.651
2.618 3.411
4.250 3.019
Fisher Pivots for day following 12-Apr-2010
Pivot 1 day 3 day
R1 4.159 4.115
PP 4.143 4.113
S1 4.127 4.112

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

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