NYMEX Natural Gas Future June 2010


Trading Metrics calculated at close of trading on 06-May-2010
Day Change Summary
Previous Current
05-May-2010 06-May-2010 Change Change % Previous Week
Open 4.030 3.978 -0.052 -1.3% 4.380
High 4.040 4.101 0.061 1.5% 4.424
Low 3.925 3.855 -0.070 -1.8% 3.885
Close 3.991 3.929 -0.062 -1.6% 3.920
Range 0.115 0.246 0.131 113.9% 0.539
ATR 0.171 0.176 0.005 3.1% 0.000
Volume 81,142 70,781 -10,361 -12.8% 513,621
Daily Pivots for day following 06-May-2010
Classic Woodie Camarilla DeMark
R4 4.700 4.560 4.064
R3 4.454 4.314 3.997
R2 4.208 4.208 3.974
R1 4.068 4.068 3.952 4.015
PP 3.962 3.962 3.962 3.935
S1 3.822 3.822 3.906 3.769
S2 3.716 3.716 3.884
S3 3.470 3.576 3.861
S4 3.224 3.330 3.794
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 4.101 3.855 0.246 6.3% 0.150 3.8% 30% True True 106,443
10 4.424 3.855 0.569 14.5% 0.180 4.6% 13% False True 93,959
20 4.424 3.855 0.569 14.5% 0.179 4.6% 13% False True 79,658
40 4.725 3.855 0.870 22.1% 0.170 4.3% 9% False True 49,961
60 5.635 3.855 1.780 45.3% 0.159 4.1% 4% False True 36,916
80 5.830 3.855 1.975 50.3% 0.167 4.2% 4% False True 29,333
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.047
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.147
2.618 4.745
1.618 4.499
1.000 4.347
0.618 4.253
HIGH 4.101
0.618 4.007
0.500 3.978
0.382 3.949
LOW 3.855
0.618 3.703
1.000 3.609
1.618 3.457
2.618 3.211
4.250 2.810
Fisher Pivots for day following 06-May-2010
Pivot 1 day 3 day
R1 3.978 3.978
PP 3.962 3.962
S1 3.945 3.945

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

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