NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 11-Jun-2010
Day Change Summary
Previous Current
10-Jun-2010 11-Jun-2010 Change Change % Previous Week
Open 4.870 4.883 0.013 0.3% 4.984
High 4.989 4.983 -0.006 -0.1% 5.147
Low 4.828 4.875 0.047 1.0% 4.828
Close 4.841 4.960 0.119 2.5% 4.960
Range 0.161 0.108 -0.053 -32.9% 0.319
ATR 0.185 0.182 -0.003 -1.7% 0.000
Volume 30,961 28,028 -2,933 -9.5% 169,625
Daily Pivots for day following 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.263 5.220 5.019
R3 5.155 5.112 4.990
R2 5.047 5.047 4.980
R1 5.004 5.004 4.970 5.026
PP 4.939 4.939 4.939 4.950
S1 4.896 4.896 4.950 4.918
S2 4.831 4.831 4.940
S3 4.723 4.788 4.930
S4 4.615 4.680 4.901
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.935 5.767 5.135
R3 5.616 5.448 5.048
R2 5.297 5.297 5.018
R1 5.129 5.129 4.989 5.054
PP 4.978 4.978 4.978 4.941
S1 4.810 4.810 4.931 4.735
S2 4.659 4.659 4.902
S3 4.340 4.491 4.872
S4 4.021 4.172 4.785
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.147 4.828 0.319 6.4% 0.184 3.7% 41% False False 33,925
10 5.147 4.460 0.687 13.9% 0.198 4.0% 73% False False 31,198
20 5.147 4.115 1.032 20.8% 0.182 3.7% 82% False False 25,793
40 5.147 4.115 1.032 20.8% 0.165 3.3% 82% False False 20,069
60 5.147 4.115 1.032 20.8% 0.164 3.3% 82% False False 18,149
80 5.701 4.115 1.586 32.0% 0.152 3.1% 53% False False 16,031
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.049
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 5.442
2.618 5.266
1.618 5.158
1.000 5.091
0.618 5.050
HIGH 4.983
0.618 4.942
0.500 4.929
0.382 4.916
LOW 4.875
0.618 4.808
1.000 4.767
1.618 4.700
2.618 4.592
4.250 4.416
Fisher Pivots for day following 11-Jun-2010
Pivot 1 day 3 day
R1 4.950 4.949
PP 4.939 4.937
S1 4.929 4.926

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

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