NYMEX Natural Gas Future June 2010


Trading Metrics calculated at close of trading on 21-Apr-2010
Day Change Summary
Previous Current
20-Apr-2010 21-Apr-2010 Change Change % Previous Week
Open 4.037 4.066 0.029 0.7% 4.205
High 4.081 4.125 0.044 1.1% 4.359
Low 3.967 4.018 0.051 1.3% 4.039
Close 4.064 4.041 -0.023 -0.6% 4.125
Range 0.114 0.107 -0.007 -6.1% 0.320
ATR 0.176 0.171 -0.005 -2.8% 0.000
Volume 76,233 60,957 -15,276 -20.0% 337,034
Daily Pivots for day following 21-Apr-2010
Classic Woodie Camarilla DeMark
R4 4.382 4.319 4.100
R3 4.275 4.212 4.070
R2 4.168 4.168 4.061
R1 4.105 4.105 4.051 4.083
PP 4.061 4.061 4.061 4.051
S1 3.998 3.998 4.031 3.976
S2 3.954 3.954 4.021
S3 3.847 3.891 4.012
S4 3.740 3.784 3.982
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 4.305 3.967 0.338 8.4% 0.153 3.8% 22% False False 77,837
10 4.359 3.950 0.409 10.1% 0.179 4.4% 22% False False 63,606
20 4.421 3.914 0.507 12.5% 0.184 4.5% 25% False False 42,773
40 5.067 3.914 1.153 28.5% 0.153 3.8% 11% False False 28,503
60 5.738 3.914 1.824 45.1% 0.159 3.9% 7% False False 21,853
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 19 trading days
Fibonacci Retracements and Extensions
4.250 4.580
2.618 4.405
1.618 4.298
1.000 4.232
0.618 4.191
HIGH 4.125
0.618 4.084
0.500 4.072
0.382 4.059
LOW 4.018
0.618 3.952
1.000 3.911
1.618 3.845
2.618 3.738
4.250 3.563
Fisher Pivots for day following 21-Apr-2010
Pivot 1 day 3 day
R1 4.072 4.063
PP 4.061 4.056
S1 4.051 4.048

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

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