NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 02-Jun-2010
Day Change Summary
Previous Current
01-Jun-2010 02-Jun-2010 Change Change % Previous Week
Open 5.161 5.156 -0.005 -0.1% 5.090
High 5.327 5.319 -0.008 -0.2% 5.291
Low 5.145 5.156 0.011 0.2% 5.026
Close 5.161 5.312 0.151 2.9% 5.257
Range 0.182 0.163 -0.019 -10.4% 0.265
ATR 0.132 0.134 0.002 1.7% 0.000
Volume 5,632 9,235 3,603 64.0% 18,019
Daily Pivots for day following 02-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.751 5.695 5.402
R3 5.588 5.532 5.357
R2 5.425 5.425 5.342
R1 5.369 5.369 5.327 5.397
PP 5.262 5.262 5.262 5.277
S1 5.206 5.206 5.297 5.234
S2 5.099 5.099 5.282
S3 4.936 5.043 5.267
S4 4.773 4.880 5.222
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 5.120 0.207 3.9% 0.144 2.7% 93% False False 5,411
10 5.375 5.026 0.349 6.6% 0.133 2.5% 82% False False 5,291
20 5.609 5.026 0.583 11.0% 0.126 2.4% 49% False False 5,642
40 5.609 5.026 0.583 11.0% 0.133 2.5% 49% False False 4,480
60 5.750 5.026 0.724 13.6% 0.130 2.4% 40% False False 4,064
80 6.573 5.026 1.547 29.1% 0.126 2.4% 18% False False 3,562
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.012
2.618 5.746
1.618 5.583
1.000 5.482
0.618 5.420
HIGH 5.319
0.618 5.257
0.500 5.238
0.382 5.218
LOW 5.156
0.618 5.055
1.000 4.993
1.618 4.892
2.618 4.729
4.250 4.463
Fisher Pivots for day following 02-Jun-2010
Pivot 1 day 3 day
R1 5.287 5.287
PP 5.262 5.261
S1 5.238 5.236

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

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