NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 24-Jun-2010
Day Change Summary
Previous Current
23-Jun-2010 24-Jun-2010 Change Change % Previous Week
Open 5.220 5.220 0.000 0.0% 5.381
High 5.260 5.254 -0.006 -0.1% 5.534
Low 5.155 5.139 -0.016 -0.3% 5.276
Close 5.220 5.180 -0.040 -0.8% 5.364
Range 0.105 0.115 0.010 9.5% 0.258
ATR 0.159 0.156 -0.003 -2.0% 0.000
Volume 7,786 9,084 1,298 16.7% 46,643
Daily Pivots for day following 24-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.536 5.473 5.243
R3 5.421 5.358 5.212
R2 5.306 5.306 5.201
R1 5.243 5.243 5.191 5.217
PP 5.191 5.191 5.191 5.178
S1 5.128 5.128 5.169 5.102
S2 5.076 5.076 5.159
S3 4.961 5.013 5.148
S4 4.846 4.898 5.117
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 5.510 5.085 0.425 8.2% 0.165 3.2% 22% False False 6,703
10 5.534 5.085 0.449 8.7% 0.144 2.8% 21% False False 8,435
20 5.534 4.769 0.765 14.8% 0.159 3.1% 54% False False 8,414
40 5.534 4.647 0.887 17.1% 0.142 2.7% 60% False False 6,754
60 5.534 4.647 0.887 17.1% 0.145 2.8% 60% False False 5,371
80 5.534 4.647 0.887 17.1% 0.132 2.5% 60% False False 4,565
100 6.280 4.647 1.633 31.5% 0.130 2.5% 33% False False 3,901
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.743
2.618 5.555
1.618 5.440
1.000 5.369
0.618 5.325
HIGH 5.254
0.618 5.210
0.500 5.197
0.382 5.183
LOW 5.139
0.618 5.068
1.000 5.024
1.618 4.953
2.618 4.838
4.250 4.650
Fisher Pivots for day following 24-Jun-2010
Pivot 1 day 3 day
R1 5.197 5.178
PP 5.191 5.175
S1 5.186 5.173

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

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