NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 07-Jun-2010
Day Change Summary
Previous Current
04-Jun-2010 07-Jun-2010 Change Change % Previous Week
Open 5.134 5.214 0.080 1.6% 4.817
High 5.330 5.355 0.025 0.5% 5.330
Low 5.075 5.131 0.056 1.1% 4.807
Close 5.202 5.336 0.134 2.6% 5.202
Range 0.255 0.224 -0.031 -12.2% 0.523
ATR 0.150 0.155 0.005 3.5% 0.000
Volume 11,345 11,809 464 4.1% 28,036
Daily Pivots for day following 07-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.946 5.865 5.459
R3 5.722 5.641 5.398
R2 5.498 5.498 5.377
R1 5.417 5.417 5.357 5.458
PP 5.274 5.274 5.274 5.294
S1 5.193 5.193 5.315 5.234
S2 5.050 5.050 5.295
S3 4.826 4.969 5.274
S4 4.602 4.745 5.213
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 5.355 4.807 0.548 10.3% 0.207 3.9% 97% True False 7,969
10 5.355 4.647 0.708 13.3% 0.161 3.0% 97% True False 6,083
20 5.355 4.647 0.708 13.3% 0.144 2.7% 97% True False 6,320
40 5.355 4.647 0.708 13.3% 0.138 2.6% 97% True False 4,544
60 5.355 4.647 0.708 13.3% 0.133 2.5% 97% True False 3,862
80 6.170 4.647 1.523 28.5% 0.127 2.4% 45% False False 3,292
Crabel Price Patterns
NR True
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 0.035
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.307
2.618 5.941
1.618 5.717
1.000 5.579
0.618 5.493
HIGH 5.355
0.618 5.269
0.500 5.243
0.382 5.217
LOW 5.131
0.618 4.993
1.000 4.907
1.618 4.769
2.618 4.545
4.250 4.179
Fisher Pivots for day following 07-Jun-2010
Pivot 1 day 3 day
R1 5.305 5.271
PP 5.274 5.206
S1 5.243 5.141

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

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