NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 16-Jun-2010
Day Change Summary
Previous Current
15-Jun-2010 16-Jun-2010 Change Change % Previous Week
Open 5.165 5.240 0.075 1.5% 4.862
High 5.278 5.282 0.004 0.1% 5.082
Low 5.114 5.054 -0.060 -1.2% 4.744
Close 5.273 5.071 -0.202 -3.8% 4.884
Range 0.164 0.228 0.064 39.0% 0.338
ATR 0.187 0.190 0.003 1.6% 0.000
Volume 24,229 28,340 4,111 17.0% 248,004
Daily Pivots for day following 16-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.820 5.673 5.196
R3 5.592 5.445 5.134
R2 5.364 5.364 5.113
R1 5.217 5.217 5.092 5.177
PP 5.136 5.136 5.136 5.115
S1 4.989 4.989 5.050 4.949
S2 4.908 4.908 5.029
S3 4.680 4.761 5.008
S4 4.452 4.533 4.946
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.917 5.739 5.070
R3 5.579 5.401 4.977
R2 5.241 5.241 4.946
R1 5.063 5.063 4.915 5.152
PP 4.903 4.903 4.903 4.948
S1 4.725 4.725 4.853 4.814
S2 4.565 4.565 4.822
S3 4.227 4.387 4.791
S4 3.889 4.049 4.698
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.282 4.744 0.538 10.6% 0.177 3.5% 61% True False 39,053
10 5.282 4.491 0.791 15.6% 0.218 4.3% 73% True False 41,486
20 5.282 4.168 1.114 22.0% 0.185 3.6% 81% True False 28,669
40 5.282 4.140 1.142 22.5% 0.169 3.3% 82% True False 21,095
60 5.282 4.140 1.142 22.5% 0.167 3.3% 82% True False 16,664
80 5.282 4.140 1.142 22.5% 0.152 3.0% 82% True False 13,631
100 5.971 4.140 1.831 36.1% 0.151 3.0% 51% False False 11,391
120 6.160 4.140 2.020 39.8% 0.151 3.0% 46% False False 9,803
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.051
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6.251
2.618 5.879
1.618 5.651
1.000 5.510
0.618 5.423
HIGH 5.282
0.618 5.195
0.500 5.168
0.382 5.141
LOW 5.054
0.618 4.913
1.000 4.826
1.618 4.685
2.618 4.457
4.250 4.085
Fisher Pivots for day following 16-Jun-2010
Pivot 1 day 3 day
R1 5.168 5.116
PP 5.136 5.101
S1 5.103 5.086

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

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