NYMEX Natural Gas Future June 2010


Trading Metrics calculated at close of trading on 05-May-2010
Day Change Summary
Previous Current
04-May-2010 05-May-2010 Change Change % Previous Week
Open 4.009 4.030 0.021 0.5% 4.380
High 4.046 4.040 -0.006 -0.1% 4.424
Low 3.963 3.925 -0.038 -1.0% 3.885
Close 4.013 3.991 -0.022 -0.5% 3.920
Range 0.083 0.115 0.032 38.6% 0.539
ATR 0.175 0.171 -0.004 -2.5% 0.000
Volume 79,141 81,142 2,001 2.5% 513,621
Daily Pivots for day following 05-May-2010
Classic Woodie Camarilla DeMark
R4 4.330 4.276 4.054
R3 4.215 4.161 4.023
R2 4.100 4.100 4.012
R1 4.046 4.046 4.002 4.016
PP 3.985 3.985 3.985 3.970
S1 3.931 3.931 3.980 3.901
S2 3.870 3.870 3.970
S3 3.755 3.816 3.959
S4 3.640 3.701 3.928
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 4.386 3.885 0.501 12.6% 0.184 4.6% 21% False False 113,158
10 4.424 3.885 0.539 13.5% 0.178 4.5% 20% False False 92,116
20 4.424 3.885 0.539 13.5% 0.178 4.5% 20% False False 77,861
40 4.725 3.885 0.840 21.0% 0.168 4.2% 13% False False 48,583
60 5.635 3.885 1.750 43.8% 0.158 4.0% 6% False False 35,928
80 5.830 3.885 1.945 48.7% 0.166 4.2% 5% False False 28,502
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.040
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.529
2.618 4.341
1.618 4.226
1.000 4.155
0.618 4.111
HIGH 4.040
0.618 3.996
0.500 3.983
0.382 3.969
LOW 3.925
0.618 3.854
1.000 3.810
1.618 3.739
2.618 3.624
4.250 3.436
Fisher Pivots for day following 05-May-2010
Pivot 1 day 3 day
R1 3.988 3.983
PP 3.985 3.976
S1 3.983 3.968

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

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