NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 08-Jun-2010
Day Change Summary
Previous Current
07-Jun-2010 08-Jun-2010 Change Change % Previous Week
Open 4.984 5.000 0.016 0.3% 4.476
High 5.106 5.147 0.041 0.8% 5.089
Low 4.829 4.934 0.105 2.2% 4.460
Close 5.084 5.000 -0.084 -1.7% 4.940
Range 0.277 0.213 -0.064 -23.1% 0.629
ATR 0.187 0.189 0.002 1.0% 0.000
Volume 44,905 31,880 -13,025 -29.0% 121,953
Daily Pivots for day following 08-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.666 5.546 5.117
R3 5.453 5.333 5.059
R2 5.240 5.240 5.039
R1 5.120 5.120 5.020 5.107
PP 5.027 5.027 5.027 5.020
S1 4.907 4.907 4.980 4.894
S2 4.814 4.814 4.961
S3 4.601 4.694 4.941
S4 4.388 4.481 4.883
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 5.147 4.469 0.678 13.6% 0.247 4.9% 78% True False 35,571
10 5.147 4.270 0.877 17.5% 0.199 4.0% 83% True False 26,364
20 5.147 4.115 1.032 20.6% 0.181 3.6% 86% True False 24,154
40 5.147 4.115 1.032 20.6% 0.167 3.3% 86% True False 18,833
60 5.147 4.115 1.032 20.6% 0.161 3.2% 86% True False 16,911
80 5.885 4.115 1.770 35.4% 0.151 3.0% 50% False False 15,182
Crabel Price Patterns
NR True
NR4 True
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 0.051
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.052
2.618 5.705
1.618 5.492
1.000 5.360
0.618 5.279
HIGH 5.147
0.618 5.066
0.500 5.041
0.382 5.015
LOW 4.934
0.618 4.802
1.000 4.721
1.618 4.589
2.618 4.376
4.250 4.029
Fisher Pivots for day following 08-Jun-2010
Pivot 1 day 3 day
R1 5.041 4.987
PP 5.027 4.973
S1 5.014 4.960

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

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