NYMEX Natural Gas Future June 2010


Trading Metrics calculated at close of trading on 23-Apr-2010
Day Change Summary
Previous Current
22-Apr-2010 23-Apr-2010 Change Change % Previous Week
Open 4.067 4.215 0.148 3.6% 4.109
High 4.231 4.410 0.179 4.2% 4.410
Low 4.011 4.157 0.146 3.6% 3.967
Close 4.215 4.343 0.128 3.0% 4.343
Range 0.220 0.253 0.033 15.0% 0.443
ATR 0.175 0.180 0.006 3.2% 0.000
Volume 52,349 85,542 33,193 63.4% 348,880
Daily Pivots for day following 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.062 4.956 4.482
R3 4.809 4.703 4.413
R2 4.556 4.556 4.389
R1 4.450 4.450 4.366 4.503
PP 4.303 4.303 4.303 4.330
S1 4.197 4.197 4.320 4.250
S2 4.050 4.050 4.297
S3 3.797 3.944 4.273
S4 3.544 3.691 4.204
Weekly Pivots for week ending 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.569 5.399 4.587
R3 5.126 4.956 4.465
R2 4.683 4.683 4.424
R1 4.513 4.513 4.384 4.598
PP 4.240 4.240 4.240 4.283
S1 4.070 4.070 4.302 4.155
S2 3.797 3.797 4.262
S3 3.354 3.627 4.221
S4 2.911 3.184 4.099
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.410 3.967 0.443 10.2% 0.174 4.0% 85% True False 69,776
10 4.410 3.967 0.443 10.2% 0.184 4.2% 85% True False 68,591
20 4.421 3.914 0.507 11.7% 0.195 4.5% 85% False False 48,181
40 5.008 3.914 1.094 25.2% 0.159 3.7% 39% False False 31,513
60 5.738 3.914 1.824 42.0% 0.160 3.7% 24% False False 24,016
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.050
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 5.485
2.618 5.072
1.618 4.819
1.000 4.663
0.618 4.566
HIGH 4.410
0.618 4.313
0.500 4.284
0.382 4.254
LOW 4.157
0.618 4.001
1.000 3.904
1.618 3.748
2.618 3.495
4.250 3.082
Fisher Pivots for day following 23-Apr-2010
Pivot 1 day 3 day
R1 4.323 4.299
PP 4.303 4.255
S1 4.284 4.211

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

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