NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 16-Jun-2010
Day Change Summary
Previous Current
15-Jun-2010 16-Jun-2010 Change Change % Previous Week
Open 5.220 5.310 0.090 1.7% 4.984
High 5.339 5.345 0.006 0.1% 5.147
Low 5.179 5.122 -0.057 -1.1% 4.828
Close 5.335 5.138 -0.197 -3.7% 4.960
Range 0.160 0.223 0.063 39.4% 0.319
ATR 0.185 0.188 0.003 1.5% 0.000
Volume 28,707 33,252 4,545 15.8% 169,625
Daily Pivots for day following 16-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.871 5.727 5.261
R3 5.648 5.504 5.199
R2 5.425 5.425 5.179
R1 5.281 5.281 5.158 5.242
PP 5.202 5.202 5.202 5.182
S1 5.058 5.058 5.118 5.019
S2 4.979 4.979 5.097
S3 4.756 4.835 5.077
S4 4.533 4.612 5.015
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 5.345 4.828 0.517 10.1% 0.162 3.2% 60% True False 28,266
10 5.345 4.592 0.753 14.7% 0.204 4.0% 73% True False 33,435
20 5.345 4.115 1.230 23.9% 0.189 3.7% 83% True False 25,990
40 5.345 4.115 1.230 23.9% 0.170 3.3% 83% True False 21,247
60 5.345 4.115 1.230 23.9% 0.166 3.2% 83% True False 18,866
80 5.345 4.115 1.230 23.9% 0.153 3.0% 83% True False 16,693
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.050
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 6.293
2.618 5.929
1.618 5.706
1.000 5.568
0.618 5.483
HIGH 5.345
0.618 5.260
0.500 5.234
0.382 5.207
LOW 5.122
0.618 4.984
1.000 4.899
1.618 4.761
2.618 4.538
4.250 4.174
Fisher Pivots for day following 16-Jun-2010
Pivot 1 day 3 day
R1 5.234 5.189
PP 5.202 5.172
S1 5.170 5.155

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

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