NYMEX Natural Gas Future June 2010


Trading Metrics calculated at close of trading on 26-May-2010
Day Change Summary
Previous Current
25-May-2010 26-May-2010 Change Change % Previous Week
Open 4.045 4.098 0.053 1.3% 4.325
High 4.082 4.245 0.163 4.0% 4.494
Low 3.986 4.070 0.084 2.1% 4.020
Close 4.051 4.155 0.104 2.6% 4.035
Range 0.096 0.175 0.079 82.3% 0.474
ATR 0.161 0.164 0.002 1.4% 0.000
Volume 62,436 46,069 -16,367 -26.2% 553,419
Daily Pivots for day following 26-May-2010
Classic Woodie Camarilla DeMark
R4 4.682 4.593 4.251
R3 4.507 4.418 4.203
R2 4.332 4.332 4.187
R1 4.243 4.243 4.171 4.288
PP 4.157 4.157 4.157 4.179
S1 4.068 4.068 4.139 4.113
S2 3.982 3.982 4.123
S3 3.807 3.893 4.107
S4 3.632 3.718 4.059
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 4.245 3.986 0.259 6.2% 0.135 3.2% 65% True False 82,554
10 4.494 3.986 0.508 12.2% 0.157 3.8% 33% False False 105,158
20 4.494 3.855 0.639 15.4% 0.169 4.1% 47% False False 104,857
40 4.494 3.855 0.639 15.4% 0.182 4.4% 47% False False 80,432
60 4.920 3.855 1.065 25.6% 0.163 3.9% 28% False False 59,095
80 5.738 3.855 1.883 45.3% 0.161 3.9% 16% False False 46,687
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.050
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.989
2.618 4.703
1.618 4.528
1.000 4.420
0.618 4.353
HIGH 4.245
0.618 4.178
0.500 4.158
0.382 4.137
LOW 4.070
0.618 3.962
1.000 3.895
1.618 3.787
2.618 3.612
4.250 3.326
Fisher Pivots for day following 26-May-2010
Pivot 1 day 3 day
R1 4.158 4.142
PP 4.157 4.129
S1 4.156 4.116

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

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