NYMEX Natural Gas Future June 2010


Trading Metrics calculated at close of trading on 12-May-2010
Day Change Summary
Previous Current
11-May-2010 12-May-2010 Change Change % Previous Week
Open 4.157 4.138 -0.019 -0.5% 3.938
High 4.225 4.292 0.067 1.6% 4.101
Low 4.109 4.133 0.024 0.6% 3.855
Close 4.131 4.284 0.153 3.7% 4.015
Range 0.116 0.159 0.043 37.1% 0.246
ATR 0.173 0.172 -0.001 -0.5% 0.000
Volume 127,281 92,216 -35,065 -27.5% 443,260
Daily Pivots for day following 12-May-2010
Classic Woodie Camarilla DeMark
R4 4.713 4.658 4.371
R3 4.554 4.499 4.328
R2 4.395 4.395 4.313
R1 4.340 4.340 4.299 4.368
PP 4.236 4.236 4.236 4.250
S1 4.181 4.181 4.269 4.209
S2 4.077 4.077 4.255
S3 3.918 4.022 4.240
S4 3.759 3.863 4.197
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 4.292 3.855 0.437 10.2% 0.178 4.2% 98% True False 95,952
10 4.386 3.855 0.531 12.4% 0.181 4.2% 81% False False 104,555
20 4.424 3.855 0.569 13.3% 0.172 4.0% 75% False False 89,505
40 4.511 3.855 0.656 15.3% 0.175 4.1% 65% False False 58,526
60 5.501 3.855 1.646 38.4% 0.158 3.7% 26% False False 43,093
80 5.822 3.855 1.967 45.9% 0.163 3.8% 22% False False 34,167
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.041
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.968
2.618 4.708
1.618 4.549
1.000 4.451
0.618 4.390
HIGH 4.292
0.618 4.231
0.500 4.213
0.382 4.194
LOW 4.133
0.618 4.035
1.000 3.974
1.618 3.876
2.618 3.717
4.250 3.457
Fisher Pivots for day following 12-May-2010
Pivot 1 day 3 day
R1 4.260 4.239
PP 4.236 4.194
S1 4.213 4.149

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

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