NYMEX Natural Gas Future June 2010


Trading Metrics calculated at close of trading on 11-May-2010
Day Change Summary
Previous Current
10-May-2010 11-May-2010 Change Change % Previous Week
Open 4.015 4.157 0.142 3.5% 3.938
High 4.235 4.225 -0.010 -0.2% 4.101
Low 4.006 4.109 0.103 2.6% 3.855
Close 4.170 4.131 -0.039 -0.9% 4.015
Range 0.229 0.116 -0.113 -49.3% 0.246
ATR 0.178 0.173 -0.004 -2.5% 0.000
Volume 86,657 127,281 40,624 46.9% 443,260
Daily Pivots for day following 11-May-2010
Classic Woodie Camarilla DeMark
R4 4.503 4.433 4.195
R3 4.387 4.317 4.163
R2 4.271 4.271 4.152
R1 4.201 4.201 4.142 4.178
PP 4.155 4.155 4.155 4.144
S1 4.085 4.085 4.120 4.062
S2 4.039 4.039 4.110
S3 3.923 3.969 4.099
S4 3.807 3.853 4.067
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 4.728 4.618 4.150
R3 4.482 4.372 4.083
R2 4.236 4.236 4.060
R1 4.126 4.126 4.038 4.181
PP 3.990 3.990 3.990 4.018
S1 3.880 3.880 3.992 3.935
S2 3.744 3.744 3.970
S3 3.498 3.634 3.947
S4 3.252 3.388 3.880
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.235 3.855 0.380 9.2% 0.169 4.1% 73% False False 93,737
10 4.424 3.855 0.569 13.8% 0.180 4.3% 49% False False 102,752
20 4.424 3.855 0.569 13.8% 0.171 4.1% 49% False False 87,927
40 4.562 3.855 0.707 17.1% 0.173 4.2% 39% False False 56,506
60 5.635 3.855 1.780 43.1% 0.159 3.9% 16% False False 41,731
80 5.822 3.855 1.967 47.6% 0.163 3.9% 14% False False 33,094
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 0.043
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.718
2.618 4.529
1.618 4.413
1.000 4.341
0.618 4.297
HIGH 4.225
0.618 4.181
0.500 4.167
0.382 4.153
LOW 4.109
0.618 4.037
1.000 3.993
1.618 3.921
2.618 3.805
4.250 3.616
Fisher Pivots for day following 11-May-2010
Pivot 1 day 3 day
R1 4.167 4.110
PP 4.155 4.089
S1 4.143 4.068

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

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