NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 03-Jun-2010
Day Change Summary
Previous Current
02-Jun-2010 03-Jun-2010 Change Change % Previous Week
Open 4.285 4.499 0.214 5.0% 4.135
High 4.496 4.745 0.249 5.5% 4.470
Low 4.285 4.440 0.155 3.6% 4.108
Close 4.484 4.735 0.251 5.6% 4.409
Range 0.211 0.305 0.094 44.5% 0.362
ATR 0.163 0.173 0.010 6.2% 0.000
Volume 18,063 26,410 8,347 46.2% 90,379
Daily Pivots for day following 03-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.555 5.450 4.903
R3 5.250 5.145 4.819
R2 4.945 4.945 4.791
R1 4.840 4.840 4.763 4.893
PP 4.640 4.640 4.640 4.666
S1 4.535 4.535 4.707 4.588
S2 4.335 4.335 4.679
S3 4.030 4.230 4.651
S4 3.725 3.925 4.567
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 5.415 5.274 4.608
R3 5.053 4.912 4.509
R2 4.691 4.691 4.475
R1 4.550 4.550 4.442 4.621
PP 4.329 4.329 4.329 4.364
S1 4.188 4.188 4.376 4.259
S2 3.967 3.967 4.343
S3 3.605 3.826 4.309
S4 3.243 3.464 4.210
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.745 4.229 0.516 10.9% 0.204 4.3% 98% True False 22,026
10 4.745 4.108 0.637 13.5% 0.170 3.6% 98% True False 20,405
20 4.745 4.070 0.675 14.3% 0.170 3.6% 99% True False 20,929
40 4.745 4.070 0.675 14.3% 0.166 3.5% 99% True False 17,061
60 4.875 4.070 0.805 17.0% 0.157 3.3% 83% False False 13,813
80 5.752 4.070 1.682 35.5% 0.146 3.1% 40% False False 11,338
100 5.960 4.070 1.890 39.9% 0.147 3.1% 35% False False 9,520
120 6.111 4.070 2.041 43.1% 0.153 3.2% 33% False False 8,471
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.039
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 6.041
2.618 5.543
1.618 5.238
1.000 5.050
0.618 4.933
HIGH 4.745
0.618 4.628
0.500 4.593
0.382 4.557
LOW 4.440
0.618 4.252
1.000 4.135
1.618 3.947
2.618 3.642
4.250 3.144
Fisher Pivots for day following 03-Jun-2010
Pivot 1 day 3 day
R1 4.688 4.662
PP 4.640 4.588
S1 4.593 4.515

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

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