NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 07-Jun-2010
Day Change Summary
Previous Current
04-Jun-2010 07-Jun-2010 Change Change % Previous Week
Open 4.840 4.984 0.144 3.0% 4.476
High 5.089 5.106 0.017 0.3% 5.089
Low 4.773 4.829 0.056 1.2% 4.460
Close 4.940 5.084 0.144 2.9% 4.940
Range 0.316 0.277 -0.039 -12.3% 0.629
ATR 0.181 0.187 0.007 3.8% 0.000
Volume 53,782 44,905 -8,877 -16.5% 121,953
Daily Pivots for day following 07-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.837 5.738 5.236
R3 5.560 5.461 5.160
R2 5.283 5.283 5.135
R1 5.184 5.184 5.109 5.234
PP 5.006 5.006 5.006 5.031
S1 4.907 4.907 5.059 4.957
S2 4.729 4.729 5.033
S3 4.452 4.630 5.008
S4 4.175 4.353 4.932
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.717 6.457 5.286
R3 6.088 5.828 5.113
R2 5.459 5.459 5.055
R1 5.199 5.199 4.998 5.329
PP 4.830 4.830 4.830 4.895
S1 4.570 4.570 4.882 4.700
S2 4.201 4.201 4.825
S3 3.572 3.941 4.767
S4 2.943 3.312 4.594
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.106 4.460 0.646 12.7% 0.242 4.8% 97% True False 33,371
10 5.106 4.270 0.836 16.4% 0.187 3.7% 97% True False 24,544
20 5.106 4.115 0.991 19.5% 0.178 3.5% 98% True False 23,390
40 5.106 4.115 0.991 19.5% 0.168 3.3% 98% True False 18,381
60 5.106 4.115 0.991 19.5% 0.159 3.1% 98% True False 16,610
80 5.885 4.115 1.770 34.8% 0.150 3.0% 55% False False 14,912
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.046
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.283
2.618 5.831
1.618 5.554
1.000 5.383
0.618 5.277
HIGH 5.106
0.618 5.000
0.500 4.968
0.382 4.935
LOW 4.829
0.618 4.658
1.000 4.552
1.618 4.381
2.618 4.104
4.250 3.652
Fisher Pivots for day following 07-Jun-2010
Pivot 1 day 3 day
R1 5.045 5.006
PP 5.006 4.927
S1 4.968 4.849

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

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