NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 04-Jun-2010
Day Change Summary
Previous Current
03-Jun-2010 04-Jun-2010 Change Change % Previous Week
Open 4.969 5.134 0.165 3.3% 4.817
High 5.148 5.330 0.182 3.5% 5.330
Low 4.926 5.075 0.149 3.0% 4.807
Close 5.138 5.202 0.064 1.2% 5.202
Range 0.222 0.255 0.033 14.9% 0.523
ATR 0.142 0.150 0.008 5.7% 0.000
Volume 5,925 11,345 5,420 91.5% 28,036
Daily Pivots for day following 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.967 5.840 5.342
R3 5.712 5.585 5.272
R2 5.457 5.457 5.249
R1 5.330 5.330 5.225 5.394
PP 5.202 5.202 5.202 5.234
S1 5.075 5.075 5.179 5.139
S2 4.947 4.947 5.155
S3 4.692 4.820 5.132
S4 4.437 4.565 5.062
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.682 6.465 5.490
R3 6.159 5.942 5.346
R2 5.636 5.636 5.298
R1 5.419 5.419 5.250 5.528
PP 5.113 5.113 5.113 5.167
S1 4.896 4.896 5.154 5.005
S2 4.590 4.590 5.106
S3 4.067 4.373 5.058
S4 3.544 3.850 4.914
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.330 4.807 0.523 10.1% 0.185 3.6% 76% True False 6,686
10 5.330 4.647 0.683 13.1% 0.152 2.9% 81% True False 5,437
20 5.330 4.647 0.683 13.1% 0.138 2.7% 81% True False 6,006
40 5.330 4.647 0.683 13.1% 0.136 2.6% 81% True False 4,316
60 5.330 4.647 0.683 13.1% 0.130 2.5% 81% True False 3,703
80 6.170 4.647 1.523 29.3% 0.125 2.4% 36% False False 3,157
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 0.033
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 6.414
2.618 5.998
1.618 5.743
1.000 5.585
0.618 5.488
HIGH 5.330
0.618 5.233
0.500 5.203
0.382 5.172
LOW 5.075
0.618 4.917
1.000 4.820
1.618 4.662
2.618 4.407
4.250 3.991
Fisher Pivots for day following 04-Jun-2010
Pivot 1 day 3 day
R1 5.203 5.159
PP 5.202 5.117
S1 5.202 5.074

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

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