NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 21-Jun-2010
Day Change Summary
Previous Current
18-Jun-2010 21-Jun-2010 Change Change % Previous Week
Open 5.364 5.232 -0.132 -2.5% 5.381
High 5.510 5.507 -0.003 -0.1% 5.534
Low 5.353 5.200 -0.153 -2.9% 5.276
Close 5.364 5.232 -0.132 -2.5% 5.364
Range 0.157 0.307 0.150 95.5% 0.258
ATR 0.153 0.164 0.011 7.2% 0.000
Volume 5,894 4,514 -1,380 -23.4% 46,643
Daily Pivots for day following 21-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.234 6.040 5.401
R3 5.927 5.733 5.316
R2 5.620 5.620 5.288
R1 5.426 5.426 5.260 5.386
PP 5.313 5.313 5.313 5.293
S1 5.119 5.119 5.204 5.079
S2 5.006 5.006 5.176
S3 4.699 4.812 5.148
S4 4.392 4.505 5.063
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.165 6.023 5.506
R3 5.907 5.765 5.435
R2 5.649 5.649 5.411
R1 5.507 5.507 5.388 5.449
PP 5.391 5.391 5.391 5.363
S1 5.249 5.249 5.340 5.191
S2 5.133 5.133 5.317
S3 4.875 4.991 5.293
S4 4.617 4.733 5.222
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.534 5.200 0.334 6.4% 0.178 3.4% 10% False True 8,861
10 5.534 5.120 0.414 7.9% 0.154 2.9% 27% False False 9,566
20 5.534 4.647 0.887 17.0% 0.157 3.0% 66% False False 7,825
40 5.534 4.647 0.887 17.0% 0.140 2.7% 66% False False 6,360
60 5.534 4.647 0.887 17.0% 0.144 2.8% 66% False False 5,120
80 5.619 4.647 0.972 18.6% 0.131 2.5% 60% False False 4,333
100 6.280 4.647 1.633 31.2% 0.129 2.5% 36% False False 3,715
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Widest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 6.812
2.618 6.311
1.618 6.004
1.000 5.814
0.618 5.697
HIGH 5.507
0.618 5.390
0.500 5.354
0.382 5.317
LOW 5.200
0.618 5.010
1.000 4.893
1.618 4.703
2.618 4.396
4.250 3.895
Fisher Pivots for day following 21-Jun-2010
Pivot 1 day 3 day
R1 5.354 5.355
PP 5.313 5.314
S1 5.273 5.273

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

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