NYMEX Natural Gas Future June 2010


Trading Metrics calculated at close of trading on 25-May-2010
Day Change Summary
Previous Current
24-May-2010 25-May-2010 Change Change % Previous Week
Open 4.037 4.045 0.008 0.2% 4.325
High 4.068 4.082 0.014 0.3% 4.494
Low 3.986 3.986 0.000 0.0% 4.020
Close 4.017 4.051 0.034 0.8% 4.035
Range 0.082 0.096 0.014 17.1% 0.474
ATR 0.166 0.161 -0.005 -3.0% 0.000
Volume 84,607 62,436 -22,171 -26.2% 553,419
Daily Pivots for day following 25-May-2010
Classic Woodie Camarilla DeMark
R4 4.328 4.285 4.104
R3 4.232 4.189 4.077
R2 4.136 4.136 4.069
R1 4.093 4.093 4.060 4.115
PP 4.040 4.040 4.040 4.050
S1 3.997 3.997 4.042 4.019
S2 3.944 3.944 4.033
S3 3.848 3.901 4.025
S4 3.752 3.805 3.998
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 4.341 3.986 0.355 8.8% 0.142 3.5% 18% False True 94,875
10 4.494 3.986 0.508 12.5% 0.156 3.8% 13% False True 109,773
20 4.494 3.855 0.639 15.8% 0.168 4.1% 31% False False 106,262
40 4.494 3.855 0.639 15.8% 0.182 4.5% 31% False False 79,790
60 4.920 3.855 1.065 26.3% 0.161 4.0% 18% False False 58,508
80 5.738 3.855 1.883 46.5% 0.161 4.0% 10% False False 46,188
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.047
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.490
2.618 4.333
1.618 4.237
1.000 4.178
0.618 4.141
HIGH 4.082
0.618 4.045
0.500 4.034
0.382 4.023
LOW 3.986
0.618 3.927
1.000 3.890
1.618 3.831
2.618 3.735
4.250 3.578
Fisher Pivots for day following 25-May-2010
Pivot 1 day 3 day
R1 4.045 4.081
PP 4.040 4.071
S1 4.034 4.061

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

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