NYMEX Natural Gas Future June 2010


Trading Metrics calculated at close of trading on 28-Apr-2010
Day Change Summary
Previous Current
27-Apr-2010 28-Apr-2010 Change Change % Previous Week
Open 4.330 4.310 -0.020 -0.5% 4.109
High 4.382 4.424 0.042 1.0% 4.410
Low 4.278 4.281 0.003 0.1% 3.967
Close 4.315 4.348 0.033 0.8% 4.343
Range 0.104 0.143 0.039 37.5% 0.443
ATR 0.172 0.170 -0.002 -1.2% 0.000
Volume 61,615 74,187 12,572 20.4% 348,880
Daily Pivots for day following 28-Apr-2010
Classic Woodie Camarilla DeMark
R4 4.780 4.707 4.427
R3 4.637 4.564 4.387
R2 4.494 4.494 4.374
R1 4.421 4.421 4.361 4.458
PP 4.351 4.351 4.351 4.369
S1 4.278 4.278 4.335 4.315
S2 4.208 4.208 4.322
S3 4.065 4.135 4.309
S4 3.922 3.992 4.269
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 4.424 4.011 0.413 9.5% 0.171 3.9% 82% True False 71,074
10 4.424 3.967 0.457 10.5% 0.162 3.7% 83% True False 74,455
20 4.424 3.914 0.510 11.7% 0.195 4.5% 85% True False 56,007
40 4.920 3.914 1.006 23.1% 0.159 3.7% 43% False False 36,214
60 5.738 3.914 1.824 42.0% 0.158 3.6% 24% False False 27,298
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.041
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.032
2.618 4.798
1.618 4.655
1.000 4.567
0.618 4.512
HIGH 4.424
0.618 4.369
0.500 4.353
0.382 4.336
LOW 4.281
0.618 4.193
1.000 4.138
1.618 4.050
2.618 3.907
4.250 3.673
Fisher Pivots for day following 28-Apr-2010
Pivot 1 day 3 day
R1 4.353 4.346
PP 4.351 4.344
S1 4.350 4.342

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

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