NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 11-Jun-2010
Day Change Summary
Previous Current
10-Jun-2010 11-Jun-2010 Change Change % Previous Week
Open 5.173 5.170 -0.003 -0.1% 5.214
High 5.271 5.240 -0.031 -0.6% 5.381
Low 5.120 5.164 0.044 0.9% 5.120
Close 5.136 5.228 0.092 1.8% 5.228
Range 0.151 0.076 -0.075 -49.7% 0.261
ATR 0.154 0.151 -0.004 -2.3% 0.000
Volume 10,292 10,087 -205 -2.0% 56,313
Daily Pivots for day following 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.439 5.409 5.270
R3 5.363 5.333 5.249
R2 5.287 5.287 5.242
R1 5.257 5.257 5.235 5.272
PP 5.211 5.211 5.211 5.218
S1 5.181 5.181 5.221 5.196
S2 5.135 5.135 5.214
S3 5.059 5.105 5.207
S4 4.983 5.029 5.186
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.026 5.888 5.372
R3 5.765 5.627 5.300
R2 5.504 5.504 5.276
R1 5.366 5.366 5.252 5.435
PP 5.243 5.243 5.243 5.278
S1 5.105 5.105 5.204 5.174
S2 4.982 4.982 5.180
S3 4.721 4.844 5.156
S4 4.460 4.583 5.084
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.381 5.120 0.261 5.0% 0.151 2.9% 41% False False 11,262
10 5.381 4.807 0.574 11.0% 0.168 3.2% 73% False False 8,974
20 5.381 4.647 0.734 14.0% 0.149 2.8% 79% False False 7,192
40 5.381 4.647 0.734 14.0% 0.135 2.6% 79% False False 5,429
60 5.381 4.647 0.734 14.0% 0.138 2.6% 79% False False 4,517
80 5.989 4.647 1.342 25.7% 0.127 2.4% 43% False False 3,794
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.039
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 5.563
2.618 5.439
1.618 5.363
1.000 5.316
0.618 5.287
HIGH 5.240
0.618 5.211
0.500 5.202
0.382 5.193
LOW 5.164
0.618 5.117
1.000 5.088
1.618 5.041
2.618 4.965
4.250 4.841
Fisher Pivots for day following 11-Jun-2010
Pivot 1 day 3 day
R1 5.219 5.217
PP 5.211 5.206
S1 5.202 5.196

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

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