NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 09-Jun-2010
Day Change Summary
Previous Current
08-Jun-2010 09-Jun-2010 Change Change % Previous Week
Open 5.246 5.164 -0.082 -1.6% 4.817
High 5.381 5.265 -0.116 -2.2% 5.330
Low 5.195 5.146 -0.049 -0.9% 4.807
Close 5.246 5.164 -0.082 -1.6% 5.202
Range 0.186 0.119 -0.067 -36.0% 0.523
ATR 0.157 0.154 -0.003 -1.7% 0.000
Volume 12,536 11,589 -947 -7.6% 28,036
Daily Pivots for day following 09-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.549 5.475 5.229
R3 5.430 5.356 5.197
R2 5.311 5.311 5.186
R1 5.237 5.237 5.175 5.224
PP 5.192 5.192 5.192 5.185
S1 5.118 5.118 5.153 5.105
S2 5.073 5.073 5.142
S3 4.954 4.999 5.131
S4 4.835 4.880 5.099
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 5.381 4.926 0.455 8.8% 0.201 3.9% 52% False False 10,640
10 5.381 4.763 0.618 12.0% 0.172 3.3% 65% False False 7,747
20 5.381 4.647 0.734 14.2% 0.149 2.9% 70% False False 6,934
40 5.381 4.647 0.734 14.2% 0.137 2.7% 70% False False 5,065
60 5.381 4.647 0.734 14.2% 0.136 2.6% 70% False False 4,213
80 6.170 4.647 1.523 29.5% 0.127 2.5% 34% False False 3,568
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.039
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5.771
2.618 5.577
1.618 5.458
1.000 5.384
0.618 5.339
HIGH 5.265
0.618 5.220
0.500 5.206
0.382 5.191
LOW 5.146
0.618 5.072
1.000 5.027
1.618 4.953
2.618 4.834
4.250 4.640
Fisher Pivots for day following 09-Jun-2010
Pivot 1 day 3 day
R1 5.206 5.256
PP 5.192 5.225
S1 5.178 5.195

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

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