NYMEX Natural Gas Future June 2010


Trading Metrics calculated at close of trading on 04-May-2010
Day Change Summary
Previous Current
03-May-2010 04-May-2010 Change Change % Previous Week
Open 3.938 4.009 0.071 1.8% 4.380
High 4.015 4.046 0.031 0.8% 4.424
Low 3.890 3.963 0.073 1.9% 3.885
Close 4.000 4.013 0.013 0.3% 3.920
Range 0.125 0.083 -0.042 -33.6% 0.539
ATR 0.182 0.175 -0.007 -3.9% 0.000
Volume 109,368 79,141 -30,227 -27.6% 513,621
Daily Pivots for day following 04-May-2010
Classic Woodie Camarilla DeMark
R4 4.256 4.218 4.059
R3 4.173 4.135 4.036
R2 4.090 4.090 4.028
R1 4.052 4.052 4.021 4.071
PP 4.007 4.007 4.007 4.017
S1 3.969 3.969 4.005 3.988
S2 3.924 3.924 3.998
S3 3.841 3.886 3.990
S4 3.758 3.803 3.967
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 13.4% 0.190 4.7% 24% False False 111,767
10 4.424 3.885 0.539 13.4% 0.177 4.4% 24% False False 90,097
20 4.424 3.885 0.539 13.4% 0.180 4.5% 24% False False 74,908
40 4.727 3.885 0.842 21.0% 0.168 4.2% 15% False False 46,890
60 5.738 3.885 1.853 46.2% 0.160 4.0% 7% False False 34,811
80 5.830 3.885 1.945 48.5% 0.167 4.2% 7% False False 27,562
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.044
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 4.399
2.618 4.263
1.618 4.180
1.000 4.129
0.618 4.097
HIGH 4.046
0.618 4.014
0.500 4.005
0.382 3.995
LOW 3.963
0.618 3.912
1.000 3.880
1.618 3.829
2.618 3.746
4.250 3.610
Fisher Pivots for day following 04-May-2010
Pivot 1 day 3 day
R1 4.010 4.000
PP 4.007 3.988
S1 4.005 3.975

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

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