NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 01-Jun-2010
Day Change Summary
Previous Current
28-May-2010 01-Jun-2010 Change Change % Previous Week
Open 5.256 5.161 -0.095 -1.8% 5.090
High 5.291 5.327 0.036 0.7% 5.291
Low 5.184 5.145 -0.039 -0.8% 5.026
Close 5.257 5.161 -0.096 -1.8% 5.257
Range 0.107 0.182 0.075 70.1% 0.265
ATR 0.128 0.132 0.004 3.0% 0.000
Volume 4,973 5,632 659 13.3% 18,019
Daily Pivots for day following 01-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.757 5.641 5.261
R3 5.575 5.459 5.211
R2 5.393 5.393 5.194
R1 5.277 5.277 5.178 5.252
PP 5.211 5.211 5.211 5.199
S1 5.095 5.095 5.144 5.070
S2 5.029 5.029 5.128
S3 4.847 4.913 5.111
S4 4.665 4.731 5.061
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 5.986 5.887 5.403
R3 5.721 5.622 5.330
R2 5.456 5.456 5.306
R1 5.357 5.357 5.281 5.407
PP 5.191 5.191 5.191 5.216
S1 5.092 5.092 5.233 5.142
S2 4.926 4.926 5.208
S3 4.661 4.827 5.184
S4 4.396 4.562 5.111
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.327 5.026 0.301 5.8% 0.131 2.5% 45% True False 4,125
10 5.512 5.026 0.486 9.4% 0.135 2.6% 28% False False 5,062
20 5.609 5.026 0.583 11.3% 0.122 2.4% 23% False False 5,302
40 5.609 5.026 0.583 11.3% 0.134 2.6% 23% False False 4,344
60 5.750 5.026 0.724 14.0% 0.128 2.5% 19% False False 3,957
80 6.573 5.026 1.547 30.0% 0.126 2.4% 9% False False 3,470
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 6.101
2.618 5.803
1.618 5.621
1.000 5.509
0.618 5.439
HIGH 5.327
0.618 5.257
0.500 5.236
0.382 5.215
LOW 5.145
0.618 5.033
1.000 4.963
1.618 4.851
2.618 4.669
4.250 4.372
Fisher Pivots for day following 01-Jun-2010
Pivot 1 day 3 day
R1 5.236 5.228
PP 5.211 5.205
S1 5.186 5.183

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

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