NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 22-Jun-2010
Day Change Summary
Previous Current
21-Jun-2010 22-Jun-2010 Change Change % Previous Week
Open 5.232 5.146 -0.086 -1.6% 5.381
High 5.507 5.226 -0.281 -5.1% 5.534
Low 5.200 5.085 -0.115 -2.2% 5.276
Close 5.232 5.146 -0.086 -1.6% 5.364
Range 0.307 0.141 -0.166 -54.1% 0.258
ATR 0.164 0.163 -0.001 -0.7% 0.000
Volume 4,514 6,239 1,725 38.2% 46,643
Daily Pivots for day following 22-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.575 5.502 5.224
R3 5.434 5.361 5.185
R2 5.293 5.293 5.172
R1 5.220 5.220 5.159 5.217
PP 5.152 5.152 5.152 5.151
S1 5.079 5.079 5.133 5.076
S2 5.011 5.011 5.120
S3 4.870 4.938 5.107
S4 4.729 4.797 5.068
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 5.511 5.085 0.426 8.3% 0.182 3.5% 14% False True 7,377
10 5.534 5.085 0.449 8.7% 0.149 2.9% 14% False True 8,936
20 5.534 4.647 0.887 17.2% 0.160 3.1% 56% False False 7,914
40 5.534 4.647 0.887 17.2% 0.141 2.7% 56% False False 6,445
60 5.534 4.647 0.887 17.2% 0.145 2.8% 56% False False 5,171
80 5.619 4.647 0.972 18.9% 0.132 2.6% 51% False False 4,394
100 6.280 4.647 1.633 31.7% 0.130 2.5% 31% False False 3,760
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.023
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.825
2.618 5.595
1.618 5.454
1.000 5.367
0.618 5.313
HIGH 5.226
0.618 5.172
0.500 5.156
0.382 5.139
LOW 5.085
0.618 4.998
1.000 4.944
1.618 4.857
2.618 4.716
4.250 4.486
Fisher Pivots for day following 22-Jun-2010
Pivot 1 day 3 day
R1 5.156 5.298
PP 5.152 5.247
S1 5.149 5.197

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

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