NYMEX Natural Gas Future June 2010


Trading Metrics calculated at close of trading on 14-May-2010
Day Change Summary
Previous Current
13-May-2010 14-May-2010 Change Change % Previous Week
Open 4.277 4.307 0.030 0.7% 4.015
High 4.414 4.350 -0.064 -1.4% 4.414
Low 4.154 4.252 0.098 2.4% 4.006
Close 4.339 4.312 -0.027 -0.6% 4.312
Range 0.260 0.098 -0.162 -62.3% 0.408
ATR 0.179 0.173 -0.006 -3.2% 0.000
Volume 131,549 173,506 41,957 31.9% 611,209
Daily Pivots for day following 14-May-2010
Classic Woodie Camarilla DeMark
R4 4.599 4.553 4.366
R3 4.501 4.455 4.339
R2 4.403 4.403 4.330
R1 4.357 4.357 4.321 4.380
PP 4.305 4.305 4.305 4.316
S1 4.259 4.259 4.303 4.282
S2 4.207 4.207 4.294
S3 4.109 4.161 4.285
S4 4.011 4.063 4.258
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 5.468 5.298 4.536
R3 5.060 4.890 4.424
R2 4.652 4.652 4.387
R1 4.482 4.482 4.349 4.567
PP 4.244 4.244 4.244 4.287
S1 4.074 4.074 4.275 4.159
S2 3.836 3.836 4.237
S3 3.428 3.666 4.200
S4 3.020 3.258 4.088
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.414 4.006 0.408 9.5% 0.172 4.0% 75% False False 122,241
10 4.414 3.855 0.559 13.0% 0.157 3.6% 82% False False 105,446
20 4.424 3.855 0.569 13.2% 0.171 4.0% 80% False False 95,848
40 4.424 3.855 0.569 13.2% 0.176 4.1% 80% False False 65,477
60 5.292 3.855 1.437 33.3% 0.159 3.7% 32% False False 47,922
80 5.822 3.855 1.967 45.6% 0.164 3.8% 23% False False 37,876
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.048
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4.767
2.618 4.607
1.618 4.509
1.000 4.448
0.618 4.411
HIGH 4.350
0.618 4.313
0.500 4.301
0.382 4.289
LOW 4.252
0.618 4.191
1.000 4.154
1.618 4.093
2.618 3.995
4.250 3.836
Fisher Pivots for day following 14-May-2010
Pivot 1 day 3 day
R1 4.308 4.299
PP 4.305 4.286
S1 4.301 4.274

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

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