NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 09-Jun-2010
Day Change Summary
Previous Current
08-Jun-2010 09-Jun-2010 Change Change % Previous Week
Open 5.000 4.981 -0.019 -0.4% 4.476
High 5.147 5.023 -0.124 -2.4% 5.089
Low 4.934 4.863 -0.071 -1.4% 4.460
Close 5.000 4.875 -0.125 -2.5% 4.940
Range 0.213 0.160 -0.053 -24.9% 0.629
ATR 0.189 0.187 -0.002 -1.1% 0.000
Volume 31,880 33,851 1,971 6.2% 121,953
Daily Pivots for day following 09-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.400 5.298 4.963
R3 5.240 5.138 4.919
R2 5.080 5.080 4.904
R1 4.978 4.978 4.890 4.949
PP 4.920 4.920 4.920 4.906
S1 4.818 4.818 4.860 4.789
S2 4.760 4.760 4.846
S3 4.600 4.658 4.831
S4 4.440 4.498 4.787
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 4.592 0.555 11.4% 0.245 5.0% 51% False False 38,604
10 5.147 4.378 0.769 15.8% 0.204 4.2% 65% False False 28,292
20 5.147 4.115 1.032 21.2% 0.184 3.8% 74% False False 24,871
40 5.147 4.115 1.032 21.2% 0.167 3.4% 74% False False 19,364
60 5.147 4.115 1.032 21.2% 0.162 3.3% 74% False False 17,367
80 5.885 4.115 1.770 36.3% 0.152 3.1% 43% False False 15,518
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.050
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5.703
2.618 5.442
1.618 5.282
1.000 5.183
0.618 5.122
HIGH 5.023
0.618 4.962
0.500 4.943
0.382 4.924
LOW 4.863
0.618 4.764
1.000 4.703
1.618 4.604
2.618 4.444
4.250 4.183
Fisher Pivots for day following 09-Jun-2010
Pivot 1 day 3 day
R1 4.943 4.988
PP 4.920 4.950
S1 4.898 4.913

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

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