NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 18-Jun-2010
Day Change Summary
Previous Current
17-Jun-2010 18-Jun-2010 Change Change % Previous Week
Open 5.299 5.274 -0.025 -0.5% 5.039
High 5.300 5.310 0.010 0.2% 5.345
Low 5.126 5.136 0.010 0.2% 5.033
Close 5.299 5.144 -0.155 -2.9% 5.144
Range 0.174 0.174 0.000 0.0% 0.312
ATR 0.187 0.186 -0.001 -0.5% 0.000
Volume 23,831 28,125 4,294 18.0% 134,297
Daily Pivots for day following 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.719 5.605 5.240
R3 5.545 5.431 5.192
R2 5.371 5.371 5.176
R1 5.257 5.257 5.160 5.227
PP 5.197 5.197 5.197 5.182
S1 5.083 5.083 5.128 5.053
S2 5.023 5.023 5.112
S3 4.849 4.909 5.096
S4 4.675 4.735 5.048
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.110 5.939 5.316
R3 5.798 5.627 5.230
R2 5.486 5.486 5.201
R1 5.315 5.315 5.173 5.401
PP 5.174 5.174 5.174 5.217
S1 5.003 5.003 5.115 5.089
S2 4.862 4.862 5.087
S3 4.550 4.691 5.058
S4 4.238 4.379 4.972
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.345 5.033 0.312 6.1% 0.178 3.5% 36% False False 26,859
10 5.345 4.828 0.517 10.1% 0.181 3.5% 61% False False 30,392
20 5.345 4.270 1.075 20.9% 0.177 3.4% 81% False False 26,140
40 5.345 4.115 1.230 23.9% 0.171 3.3% 84% False False 22,148
60 5.345 4.115 1.230 23.9% 0.169 3.3% 84% False False 19,348
80 5.345 4.115 1.230 23.9% 0.155 3.0% 84% False False 17,092
100 6.000 4.115 1.885 36.6% 0.152 3.0% 55% False False 15,437
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 0.040
Fibonacci Retracements and Extensions
4.250 6.050
2.618 5.766
1.618 5.592
1.000 5.484
0.618 5.418
HIGH 5.310
0.618 5.244
0.500 5.223
0.382 5.202
LOW 5.136
0.618 5.028
1.000 4.962
1.618 4.854
2.618 4.680
4.250 4.397
Fisher Pivots for day following 18-Jun-2010
Pivot 1 day 3 day
R1 5.223 5.234
PP 5.197 5.204
S1 5.170 5.174

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

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