NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 15-Jun-2010
Day Change Summary
Previous Current
14-Jun-2010 15-Jun-2010 Change Change % Previous Week
Open 5.039 5.220 0.181 3.6% 4.984
High 5.193 5.339 0.146 2.8% 5.147
Low 5.033 5.179 0.146 2.9% 4.828
Close 5.167 5.335 0.168 3.3% 4.960
Range 0.160 0.160 0.000 0.0% 0.319
ATR 0.186 0.185 -0.001 -0.5% 0.000
Volume 20,382 28,707 8,325 40.8% 169,625
Daily Pivots for day following 15-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.764 5.710 5.423
R3 5.604 5.550 5.379
R2 5.444 5.444 5.364
R1 5.390 5.390 5.350 5.417
PP 5.284 5.284 5.284 5.298
S1 5.230 5.230 5.320 5.257
S2 5.124 5.124 5.306
S3 4.964 5.070 5.291
S4 4.804 4.910 5.247
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 5.339 4.828 0.511 9.6% 0.150 2.8% 99% True False 28,385
10 5.339 4.469 0.870 16.3% 0.198 3.7% 100% True False 31,978
20 5.339 4.115 1.224 22.9% 0.187 3.5% 100% True False 25,496
40 5.339 4.115 1.224 22.9% 0.167 3.1% 100% True False 20,637
60 5.339 4.115 1.224 22.9% 0.164 3.1% 100% True False 18,506
80 5.370 4.115 1.255 23.5% 0.152 2.8% 97% False False 16,411
Crabel Price Patterns
NR False
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 0.048
Fibonacci Retracements and Extensions
4.250 6.019
2.618 5.758
1.618 5.598
1.000 5.499
0.618 5.438
HIGH 5.339
0.618 5.278
0.500 5.259
0.382 5.240
LOW 5.179
0.618 5.080
1.000 5.019
1.618 4.920
2.618 4.760
4.250 4.499
Fisher Pivots for day following 15-Jun-2010
Pivot 1 day 3 day
R1 5.310 5.259
PP 5.284 5.183
S1 5.259 5.107

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

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