NYMEX Natural Gas Future June 2010


Trading Metrics calculated at close of trading on 27-Apr-2010
Day Change Summary
Previous Current
26-Apr-2010 27-Apr-2010 Change Change % Previous Week
Open 4.380 4.330 -0.050 -1.1% 4.109
High 4.395 4.382 -0.013 -0.3% 4.410
Low 4.260 4.278 0.018 0.4% 3.967
Close 4.351 4.315 -0.036 -0.8% 4.343
Range 0.135 0.104 -0.031 -23.0% 0.443
ATR 0.177 0.172 -0.005 -2.9% 0.000
Volume 81,678 61,615 -20,063 -24.6% 348,880
Daily Pivots for day following 27-Apr-2010
Classic Woodie Camarilla DeMark
R4 4.637 4.580 4.372
R3 4.533 4.476 4.344
R2 4.429 4.429 4.334
R1 4.372 4.372 4.325 4.349
PP 4.325 4.325 4.325 4.313
S1 4.268 4.268 4.305 4.245
S2 4.221 4.221 4.296
S3 4.117 4.164 4.286
S4 4.013 4.060 4.258
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 4.011 0.399 9.2% 0.164 3.8% 76% False False 68,428
10 4.410 3.967 0.443 10.3% 0.163 3.8% 79% False False 73,101
20 4.421 3.914 0.507 11.7% 0.195 4.5% 79% False False 53,318
40 4.920 3.914 1.006 23.3% 0.158 3.7% 40% False False 34,630
60 5.738 3.914 1.824 42.3% 0.158 3.7% 22% False False 26,164
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.042
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 4.824
2.618 4.654
1.618 4.550
1.000 4.486
0.618 4.446
HIGH 4.382
0.618 4.342
0.500 4.330
0.382 4.318
LOW 4.278
0.618 4.214
1.000 4.174
1.618 4.110
2.618 4.006
4.250 3.836
Fisher Pivots for day following 27-Apr-2010
Pivot 1 day 3 day
R1 4.330 4.305
PP 4.325 4.294
S1 4.320 4.284

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

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