NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 02-Jun-2010
Day Change Summary
Previous Current
01-Jun-2010 02-Jun-2010 Change Change % Previous Week
Open 4.476 4.490 0.014 0.3% 4.351
High 4.649 4.640 -0.009 -0.2% 4.622
Low 4.460 4.469 0.009 0.2% 4.270
Close 4.476 4.631 0.155 3.5% 4.572
Range 0.189 0.171 -0.018 -9.5% 0.352
ATR 0.163 0.163 0.001 0.4% 0.000
Volume 20,883 18,686 -2,197 -10.5% 78,583
Daily Pivots for day following 02-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.093 5.033 4.725
R3 4.922 4.862 4.678
R2 4.751 4.751 4.662
R1 4.691 4.691 4.647 4.721
PP 4.580 4.580 4.580 4.595
S1 4.520 4.520 4.615 4.550
S2 4.409 4.409 4.600
S3 4.238 4.349 4.584
S4 4.067 4.178 4.537
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 4.378 0.271 5.9% 0.163 3.5% 93% False False 17,980
10 4.649 4.115 0.534 11.5% 0.175 3.8% 97% False False 18,545
20 4.795 4.115 0.680 14.7% 0.159 3.4% 76% False False 19,254
40 4.802 4.115 0.687 14.8% 0.158 3.4% 75% False False 16,258
60 5.013 4.115 0.898 19.4% 0.151 3.3% 57% False False 15,088
80 6.000 4.115 1.885 40.7% 0.145 3.1% 27% False False 13,685
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.367
2.618 5.088
1.618 4.917
1.000 4.811
0.618 4.746
HIGH 4.640
0.618 4.575
0.500 4.555
0.382 4.534
LOW 4.469
0.618 4.363
1.000 4.298
1.618 4.192
2.618 4.021
4.250 3.742
Fisher Pivots for day following 02-Jun-2010
Pivot 1 day 3 day
R1 4.606 4.606
PP 4.580 4.580
S1 4.555 4.555

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

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