NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 15-Jun-2010
Day Change Summary
Previous Current
14-Jun-2010 15-Jun-2010 Change Change % Previous Week
Open 5.381 5.422 0.041 0.8% 5.214
High 5.393 5.534 0.141 2.6% 5.381
Low 5.276 5.414 0.138 2.6% 5.120
Close 5.381 5.527 0.146 2.7% 5.228
Range 0.117 0.120 0.003 2.6% 0.261
ATR 0.152 0.152 0.000 0.1% 0.000
Volume 6,848 13,662 6,814 99.5% 56,313
Daily Pivots for day following 15-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.852 5.809 5.593
R3 5.732 5.689 5.560
R2 5.612 5.612 5.549
R1 5.569 5.569 5.538 5.591
PP 5.492 5.492 5.492 5.502
S1 5.449 5.449 5.516 5.471
S2 5.372 5.372 5.505
S3 5.252 5.329 5.494
S4 5.132 5.209 5.461
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 5.534 5.120 0.414 7.5% 0.117 2.1% 98% True False 10,495
10 5.534 4.818 0.716 13.0% 0.163 2.9% 99% True False 9,824
20 5.534 4.647 0.887 16.0% 0.149 2.7% 99% True False 7,471
40 5.534 4.647 0.887 16.0% 0.135 2.4% 99% True False 5,843
60 5.534 4.647 0.887 16.0% 0.137 2.5% 99% True False 4,787
80 5.680 4.647 1.033 18.7% 0.127 2.3% 85% False False 4,013
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.037
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.044
2.618 5.848
1.618 5.728
1.000 5.654
0.618 5.608
HIGH 5.534
0.618 5.488
0.500 5.474
0.382 5.460
LOW 5.414
0.618 5.340
1.000 5.294
1.618 5.220
2.618 5.100
4.250 4.904
Fisher Pivots for day following 15-Jun-2010
Pivot 1 day 3 day
R1 5.509 5.468
PP 5.492 5.408
S1 5.474 5.349

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

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