NYMEX Natural Gas Future October 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 4.582 4.476 -0.106 -2.3% 4.351
High 4.622 4.649 0.027 0.6% 4.622
Low 4.493 4.460 -0.033 -0.7% 4.270
Close 4.572 4.476 -0.096 -2.1% 4.572
Range 0.129 0.189 0.060 46.5% 0.352
ATR 0.161 0.163 0.002 1.3% 0.000
Volume 20,408 20,883 475 2.3% 78,583
Daily Pivots for day following 01-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.095 4.975 4.580
R3 4.906 4.786 4.528
R2 4.717 4.717 4.511
R1 4.597 4.597 4.493 4.571
PP 4.528 4.528 4.528 4.515
S1 4.408 4.408 4.459 4.382
S2 4.339 4.339 4.441
S3 4.150 4.219 4.424
S4 3.961 4.030 4.372
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 5.544 5.410 4.766
R3 5.192 5.058 4.669
R2 4.840 4.840 4.637
R1 4.706 4.706 4.604 4.773
PP 4.488 4.488 4.488 4.522
S1 4.354 4.354 4.540 4.421
S2 4.136 4.136 4.507
S3 3.784 4.002 4.475
S4 3.432 3.650 4.378
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.649 4.270 0.379 8.5% 0.151 3.4% 54% True False 17,157
10 4.795 4.115 0.680 15.2% 0.176 3.9% 53% False False 19,013
20 4.795 4.115 0.680 15.2% 0.154 3.4% 53% False False 18,884
40 4.802 4.115 0.687 15.3% 0.159 3.6% 53% False False 16,190
60 5.013 4.115 0.898 20.1% 0.150 3.4% 40% False False 14,932
80 6.000 4.115 1.885 42.1% 0.145 3.2% 19% False False 13,578
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 0.036
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5.452
2.618 5.144
1.618 4.955
1.000 4.838
0.618 4.766
HIGH 4.649
0.618 4.577
0.500 4.555
0.382 4.532
LOW 4.460
0.618 4.343
1.000 4.271
1.618 4.154
2.618 3.965
4.250 3.657
Fisher Pivots for day following 01-Jun-2010
Pivot 1 day 3 day
R1 4.555 4.522
PP 4.528 4.506
S1 4.502 4.491

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

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