NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 10-Jun-2010
Day Change Summary
Previous Current
09-Jun-2010 10-Jun-2010 Change Change % Previous Week
Open 5.164 5.173 0.009 0.2% 4.817
High 5.265 5.271 0.006 0.1% 5.330
Low 5.146 5.120 -0.026 -0.5% 4.807
Close 5.164 5.136 -0.028 -0.5% 5.202
Range 0.119 0.151 0.032 26.9% 0.523
ATR 0.154 0.154 0.000 -0.2% 0.000
Volume 11,589 10,292 -1,297 -11.2% 28,036
Daily Pivots for day following 10-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.629 5.533 5.219
R3 5.478 5.382 5.178
R2 5.327 5.327 5.164
R1 5.231 5.231 5.150 5.204
PP 5.176 5.176 5.176 5.162
S1 5.080 5.080 5.122 5.053
S2 5.025 5.025 5.108
S3 4.874 4.929 5.094
S4 4.723 4.778 5.053
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 5.075 0.306 6.0% 0.187 3.6% 20% False False 11,514
10 5.381 4.769 0.612 11.9% 0.174 3.4% 60% False False 8,394
20 5.381 4.647 0.734 14.3% 0.151 2.9% 67% False False 7,088
40 5.381 4.647 0.734 14.3% 0.138 2.7% 67% False False 5,265
60 5.381 4.647 0.734 14.3% 0.137 2.7% 67% False False 4,363
80 6.038 4.647 1.391 27.1% 0.127 2.5% 35% False False 3,677
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.042
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.913
2.618 5.666
1.618 5.515
1.000 5.422
0.618 5.364
HIGH 5.271
0.618 5.213
0.500 5.196
0.382 5.178
LOW 5.120
0.618 5.027
1.000 4.969
1.618 4.876
2.618 4.725
4.250 4.478
Fisher Pivots for day following 10-Jun-2010
Pivot 1 day 3 day
R1 5.196 5.251
PP 5.176 5.212
S1 5.156 5.174

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

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