NYMEX Natural Gas Future June 2010


Trading Metrics calculated at close of trading on 03-May-2010
Day Change Summary
Previous Current
30-Apr-2010 03-May-2010 Change Change % Previous Week
Open 4.010 3.938 -0.072 -1.8% 4.380
High 4.065 4.015 -0.050 -1.2% 4.424
Low 3.885 3.890 0.005 0.1% 3.885
Close 3.920 4.000 0.080 2.0% 3.920
Range 0.180 0.125 -0.055 -30.6% 0.539
ATR 0.187 0.182 -0.004 -2.4% 0.000
Volume 191,785 109,368 -82,417 -43.0% 513,621
Daily Pivots for day following 03-May-2010
Classic Woodie Camarilla DeMark
R4 4.343 4.297 4.069
R3 4.218 4.172 4.034
R2 4.093 4.093 4.023
R1 4.047 4.047 4.011 4.070
PP 3.968 3.968 3.968 3.980
S1 3.922 3.922 3.989 3.945
S2 3.843 3.843 3.977
S3 3.718 3.797 3.966
S4 3.593 3.672 3.931
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 13.5% 0.194 4.9% 21% False False 108,262
10 4.424 3.885 0.539 13.5% 0.180 4.5% 21% False False 89,807
20 4.424 3.885 0.539 13.5% 0.189 4.7% 21% False False 71,974
40 4.727 3.885 0.842 21.1% 0.168 4.2% 14% False False 45,330
60 5.738 3.885 1.853 46.3% 0.162 4.0% 6% False False 33,666
80 6.010 3.885 2.125 53.1% 0.169 4.2% 5% False False 26,625
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.044
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.546
2.618 4.342
1.618 4.217
1.000 4.140
0.618 4.092
HIGH 4.015
0.618 3.967
0.500 3.953
0.382 3.938
LOW 3.890
0.618 3.813
1.000 3.765
1.618 3.688
2.618 3.563
4.250 3.359
Fisher Pivots for day following 03-May-2010
Pivot 1 day 3 day
R1 3.984 4.136
PP 3.968 4.090
S1 3.953 4.045

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

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