NYMEX Natural Gas Future June 2010


Trading Metrics calculated at close of trading on 19-May-2010
Day Change Summary
Previous Current
18-May-2010 19-May-2010 Change Change % Previous Week
Open 4.412 4.336 -0.076 -1.7% 4.015
High 4.494 4.341 -0.153 -3.4% 4.414
Low 4.296 4.131 -0.165 -3.8% 4.006
Close 4.342 4.158 -0.184 -4.2% 4.312
Range 0.198 0.210 0.012 6.1% 0.408
ATR 0.172 0.175 0.003 1.6% 0.000
Volume 116,913 107,676 -9,237 -7.9% 611,209
Daily Pivots for day following 19-May-2010
Classic Woodie Camarilla DeMark
R4 4.840 4.709 4.274
R3 4.630 4.499 4.216
R2 4.420 4.420 4.197
R1 4.289 4.289 4.177 4.250
PP 4.210 4.210 4.210 4.190
S1 4.079 4.079 4.139 4.040
S2 4.000 4.000 4.120
S3 3.790 3.869 4.100
S4 3.580 3.659 4.043
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 4.494 4.131 0.363 8.7% 0.179 4.3% 7% False True 127,763
10 4.494 3.855 0.639 15.4% 0.179 4.3% 47% False False 111,857
20 4.494 3.855 0.639 15.4% 0.178 4.3% 47% False False 101,987
40 4.494 3.855 0.639 15.4% 0.181 4.4% 47% False False 72,380
60 5.067 3.855 1.212 29.1% 0.162 3.9% 25% False False 52,998
80 5.738 3.855 1.883 45.3% 0.164 3.9% 16% False False 41,886
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.052
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.234
2.618 4.891
1.618 4.681
1.000 4.551
0.618 4.471
HIGH 4.341
0.618 4.261
0.500 4.236
0.382 4.211
LOW 4.131
0.618 4.001
1.000 3.921
1.618 3.791
2.618 3.581
4.250 3.239
Fisher Pivots for day following 19-May-2010
Pivot 1 day 3 day
R1 4.236 4.313
PP 4.210 4.261
S1 4.184 4.210

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

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