NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 03-Jun-2010
Day Change Summary
Previous Current
02-Jun-2010 03-Jun-2010 Change Change % Previous Week
Open 4.853 4.969 0.116 2.4% 4.683
High 4.974 5.148 0.174 3.5% 4.953
Low 4.818 4.926 0.108 2.2% 4.647
Close 4.968 5.138 0.170 3.4% 4.915
Range 0.156 0.222 0.066 42.3% 0.306
ATR 0.135 0.142 0.006 4.6% 0.000
Volume 4,152 5,925 1,773 42.7% 20,994
Daily Pivots for day following 03-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.737 5.659 5.260
R3 5.515 5.437 5.199
R2 5.293 5.293 5.179
R1 5.215 5.215 5.158 5.254
PP 5.071 5.071 5.071 5.090
S1 4.993 4.993 5.118 5.032
S2 4.849 4.849 5.097
S3 4.627 4.771 5.077
S4 4.405 4.549 5.016
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 5.756 5.642 5.083
R3 5.450 5.336 4.999
R2 5.144 5.144 4.971
R1 5.030 5.030 4.943 5.087
PP 4.838 4.838 4.838 4.867
S1 4.724 4.724 4.887 4.781
S2 4.532 4.532 4.859
S3 4.226 4.418 4.831
S4 3.920 4.112 4.747
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.148 4.769 0.379 7.4% 0.161 3.1% 97% True False 5,274
10 5.148 4.647 0.501 9.8% 0.138 2.7% 98% True False 4,893
20 5.160 4.647 0.513 10.0% 0.131 2.6% 96% False False 5,592
40 5.160 4.647 0.513 10.0% 0.133 2.6% 96% False False 4,083
60 5.300 4.647 0.653 12.7% 0.128 2.5% 75% False False 3,541
80 6.170 4.647 1.523 29.6% 0.123 2.4% 32% False False 3,030
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 6.092
2.618 5.729
1.618 5.507
1.000 5.370
0.618 5.285
HIGH 5.148
0.618 5.063
0.500 5.037
0.382 5.011
LOW 4.926
0.618 4.789
1.000 4.704
1.618 4.567
2.618 4.345
4.250 3.983
Fisher Pivots for day following 03-Jun-2010
Pivot 1 day 3 day
R1 5.104 5.085
PP 5.071 5.031
S1 5.037 4.978

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

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