NYMEX Natural Gas Future July 2010

Trading Metrics calculated at close of trading on 01-Jun-2010

Day Change Summary
	Previous	Current
	28-May-2010	01-Jun-2010	Change	Change %	Previous Week
Open	4.337	4.350	0.013	0.3%	4.111
High	4.399	4.431	0.032	0.7%	4.399
Low	4.260	4.227	-0.033	-0.8%	4.036
Close	4.341	4.248	-0.093	-2.1%	4.341
Range	0.139	0.204	0.065	46.8%	0.363
ATR	0.164	0.167	0.003	1.7%	0.000
Volume	92,962	99,760	6,798	7.3%	389,390

Daily Pivots for day following 01-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.914	4.785	4.360
R3	4.710	4.581	4.304
R2	4.506	4.506	4.285
R1	4.377	4.377	4.267	4.340
PP	4.302	4.302	4.302	4.283
S1	4.173	4.173	4.229	4.136
S2	4.098	4.098	4.211
S3	3.894	3.969	4.192
S4	3.690	3.765	4.136

Weekly Pivots for week ending 28-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.348	5.207	4.541
R3	4.985	4.844	4.441
R2	4.622	4.622	4.408
R1	4.481	4.481	4.374	4.552
PP	4.259	4.259	4.259	4.294
S1	4.118	4.118	4.308	4.189
S2	3.896	3.896	4.274
S3	3.533	3.755	4.241
S4	3.170	3.392	4.141

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.431	4.036	0.395	9.3%	0.163	3.8%	54%	True	False	87,244
10	4.587	4.036	0.551	13.0%	0.163	3.8%	38%	False	False	73,694
20	4.587	3.971	0.616	14.5%	0.163	3.8%	45%	False	False	60,763
40	4.587	3.971	0.616	14.5%	0.172	4.1%	45%	False	False	47,284
60	4.815	3.971	0.844	19.9%	0.161	3.8%	33%	False	False	36,024
80	5.810	3.971	1.839	43.3%	0.156	3.7%	15%	False	False	28,774
100	6.050	3.971	2.079	48.9%	0.160	3.8%	13%	False	False	23,799
120	6.075	3.971	2.104	49.5%	0.164	3.9%	13%	False	False	20,234

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.045
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	5.298
2.618	4.965
1.618	4.761
1.000	4.635
0.618	4.557
HIGH	4.431
0.618	4.353
0.500	4.329
0.382	4.305
LOW	4.227
0.618	4.101
1.000	4.023
1.618	3.897
2.618	3.693
4.250	3.360

Fisher Pivots for day following 01-Jun-2010
Pivot	1 day	3 day
R1	4.329	4.293
PP	4.302	4.278
S1	4.275	4.263

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols