NYMEX Natural Gas Future June 2010


Trading Metrics calculated at close of trading on 20-Apr-2010
Day Change Summary
Previous Current
19-Apr-2010 20-Apr-2010 Change Change % Previous Week
Open 4.109 4.037 -0.072 -1.8% 4.205
High 4.159 4.081 -0.078 -1.9% 4.359
Low 3.984 3.967 -0.017 -0.4% 4.039
Close 4.027 4.064 0.037 0.9% 4.125
Range 0.175 0.114 -0.061 -34.9% 0.320
ATR 0.181 0.176 -0.005 -2.6% 0.000
Volume 73,799 76,233 2,434 3.3% 337,034
Daily Pivots for day following 20-Apr-2010
Classic Woodie Camarilla DeMark
R4 4.379 4.336 4.127
R3 4.265 4.222 4.095
R2 4.151 4.151 4.085
R1 4.108 4.108 4.074 4.130
PP 4.037 4.037 4.037 4.048
S1 3.994 3.994 4.054 4.016
S2 3.923 3.923 4.043
S3 3.809 3.880 4.033
S4 3.695 3.766 4.001
Weekly Pivots for week ending 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.134 4.950 4.301
R3 4.814 4.630 4.213
R2 4.494 4.494 4.184
R1 4.310 4.310 4.154 4.242
PP 4.174 4.174 4.174 4.141
S1 3.990 3.990 4.096 3.922
S2 3.854 3.854 4.066
S3 3.534 3.670 4.037
S4 3.214 3.350 3.949
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.359 3.967 0.392 9.6% 0.161 4.0% 25% False True 77,775
10 4.359 3.950 0.409 10.1% 0.184 4.5% 28% False False 59,718
20 4.421 3.914 0.507 12.5% 0.184 4.5% 30% False False 40,348
40 5.075 3.914 1.161 28.6% 0.154 3.8% 13% False False 27,208
60 5.804 3.914 1.890 46.5% 0.160 3.9% 8% False False 20,911
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.046
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 4.566
2.618 4.379
1.618 4.265
1.000 4.195
0.618 4.151
HIGH 4.081
0.618 4.037
0.500 4.024
0.382 4.011
LOW 3.967
0.618 3.897
1.000 3.853
1.618 3.783
2.618 3.669
4.250 3.483
Fisher Pivots for day following 20-Apr-2010
Pivot 1 day 3 day
R1 4.051 4.075
PP 4.037 4.071
S1 4.024 4.068

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

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