NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 17-Jun-2010
Day Change Summary
Previous Current
16-Jun-2010 17-Jun-2010 Change Change % Previous Week
Open 5.310 5.299 -0.011 -0.2% 4.984
High 5.345 5.300 -0.045 -0.8% 5.147
Low 5.122 5.126 0.004 0.1% 4.828
Close 5.138 5.299 0.161 3.1% 4.960
Range 0.223 0.174 -0.049 -22.0% 0.319
ATR 0.188 0.187 -0.001 -0.5% 0.000
Volume 33,252 23,831 -9,421 -28.3% 169,625
Daily Pivots for day following 17-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.764 5.705 5.395
R3 5.590 5.531 5.347
R2 5.416 5.416 5.331
R1 5.357 5.357 5.315 5.386
PP 5.242 5.242 5.242 5.256
S1 5.183 5.183 5.283 5.212
S2 5.068 5.068 5.267
S3 4.894 5.009 5.251
S4 4.720 4.835 5.203
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 4.875 0.470 8.9% 0.165 3.1% 90% False False 26,840
10 5.345 4.773 0.572 10.8% 0.195 3.7% 92% False False 32,957
20 5.345 4.115 1.230 23.2% 0.189 3.6% 96% False False 25,712
40 5.345 4.115 1.230 23.2% 0.172 3.2% 96% False False 21,618
60 5.345 4.115 1.230 23.2% 0.167 3.2% 96% False False 19,069
80 5.345 4.115 1.230 23.2% 0.154 2.9% 96% False False 16,854
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.043
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.040
2.618 5.756
1.618 5.582
1.000 5.474
0.618 5.408
HIGH 5.300
0.618 5.234
0.500 5.213
0.382 5.192
LOW 5.126
0.618 5.018
1.000 4.952
1.618 4.844
2.618 4.670
4.250 4.387
Fisher Pivots for day following 17-Jun-2010
Pivot 1 day 3 day
R1 5.270 5.277
PP 5.242 5.255
S1 5.213 5.234

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

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