NYMEX Natural Gas Future June 2010


Trading Metrics calculated at close of trading on 30-Apr-2010
Day Change Summary
Previous Current
29-Apr-2010 30-Apr-2010 Change Change % Previous Week
Open 4.348 4.010 -0.338 -7.8% 4.380
High 4.386 4.065 -0.321 -7.3% 4.424
Low 3.967 3.885 -0.082 -2.1% 3.885
Close 3.980 3.920 -0.060 -1.5% 3.920
Range 0.419 0.180 -0.239 -57.0% 0.539
ATR 0.187 0.187 -0.001 -0.3% 0.000
Volume 104,356 191,785 87,429 83.8% 513,621
Daily Pivots for day following 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 4.497 4.388 4.019
R3 4.317 4.208 3.970
R2 4.137 4.137 3.953
R1 4.028 4.028 3.937 3.993
PP 3.957 3.957 3.957 3.939
S1 3.848 3.848 3.904 3.813
S2 3.777 3.777 3.887
S3 3.597 3.668 3.871
S4 3.417 3.488 3.821
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.693 5.346 4.216
R3 5.154 4.807 4.068
R2 4.615 4.615 4.019
R1 4.268 4.268 3.969 4.172
PP 4.076 4.076 4.076 4.029
S1 3.729 3.729 3.871 3.633
S2 3.537 3.537 3.821
S3 2.998 3.190 3.772
S4 2.459 2.651 3.624
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.424 3.885 0.539 13.8% 0.196 5.0% 6% False True 102,724
10 4.424 3.885 0.539 13.8% 0.185 4.7% 6% False True 86,250
20 4.424 3.885 0.539 13.8% 0.198 5.1% 6% False True 68,353
40 4.757 3.885 0.872 22.2% 0.167 4.3% 4% False True 42,988
60 5.738 3.885 1.853 47.3% 0.163 4.2% 2% False True 32,005
80 6.010 3.885 2.125 54.2% 0.171 4.4% 2% False True 25,302
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.045
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.830
2.618 4.536
1.618 4.356
1.000 4.245
0.618 4.176
HIGH 4.065
0.618 3.996
0.500 3.975
0.382 3.954
LOW 3.885
0.618 3.774
1.000 3.705
1.618 3.594
2.618 3.414
4.250 3.120
Fisher Pivots for day following 30-Apr-2010
Pivot 1 day 3 day
R1 3.975 4.155
PP 3.957 4.076
S1 3.938 3.998

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

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