NYMEX Natural Gas Future June 2010


Trading Metrics calculated at close of trading on 21-May-2010
Day Change Summary
Previous Current
20-May-2010 21-May-2010 Change Change % Previous Week
Open 4.162 4.117 -0.045 -1.1% 4.325
High 4.207 4.175 -0.032 -0.8% 4.494
Low 4.040 4.020 -0.020 -0.5% 4.020
Close 4.106 4.035 -0.071 -1.7% 4.035
Range 0.167 0.155 -0.012 -7.2% 0.474
ATR 0.174 0.173 -0.001 -0.8% 0.000
Volume 106,976 112,682 5,706 5.3% 553,419
Daily Pivots for day following 21-May-2010
Classic Woodie Camarilla DeMark
R4 4.542 4.443 4.120
R3 4.387 4.288 4.078
R2 4.232 4.232 4.063
R1 4.133 4.133 4.049 4.105
PP 4.077 4.077 4.077 4.063
S1 3.978 3.978 4.021 3.950
S2 3.922 3.922 4.007
S3 3.767 3.823 3.992
S4 3.612 3.668 3.950
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 5.605 5.294 4.296
R3 5.131 4.820 4.165
R2 4.657 4.657 4.122
R1 4.346 4.346 4.078 4.265
PP 4.183 4.183 4.183 4.142
S1 3.872 3.872 3.992 3.791
S2 3.709 3.709 3.948
S3 3.235 3.398 3.905
S4 2.761 2.924 3.774
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.494 4.020 0.474 11.7% 0.172 4.3% 3% False True 110,683
10 4.494 4.006 0.488 12.1% 0.172 4.3% 6% False False 116,462
20 4.494 3.855 0.639 15.8% 0.171 4.2% 28% False False 106,075
40 4.494 3.855 0.639 15.8% 0.183 4.5% 28% False False 77,128
60 5.008 3.855 1.153 28.6% 0.163 4.0% 16% False False 56,367
80 5.738 3.855 1.883 46.7% 0.163 4.0% 10% False False 44,531
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.046
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.834
2.618 4.581
1.618 4.426
1.000 4.330
0.618 4.271
HIGH 4.175
0.618 4.116
0.500 4.098
0.382 4.079
LOW 4.020
0.618 3.924
1.000 3.865
1.618 3.769
2.618 3.614
4.250 3.361
Fisher Pivots for day following 21-May-2010
Pivot 1 day 3 day
R1 4.098 4.181
PP 4.077 4.132
S1 4.056 4.084

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

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