NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 04-Jun-2010
Day Change Summary
Previous Current
03-Jun-2010 04-Jun-2010 Change Change % Previous Week
Open 5.310 5.430 0.120 2.3% 5.161
High 5.458 5.582 0.124 2.3% 5.582
Low 5.270 5.394 0.124 2.4% 5.145
Close 5.447 5.490 0.043 0.8% 5.490
Range 0.188 0.188 0.000 0.0% 0.437
ATR 0.138 0.142 0.004 2.6% 0.000
Volume 7,863 12,796 4,933 62.7% 35,526
Daily Pivots for day following 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.053 5.959 5.593
R3 5.865 5.771 5.542
R2 5.677 5.677 5.524
R1 5.583 5.583 5.507 5.630
PP 5.489 5.489 5.489 5.512
S1 5.395 5.395 5.473 5.442
S2 5.301 5.301 5.456
S3 5.113 5.207 5.438
S4 4.925 5.019 5.387
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.717 6.540 5.730
R3 6.280 6.103 5.610
R2 5.843 5.843 5.570
R1 5.666 5.666 5.530 5.755
PP 5.406 5.406 5.406 5.450
S1 5.229 5.229 5.450 5.318
S2 4.969 4.969 5.410
S3 4.532 4.792 5.370
S4 4.095 4.355 5.250
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.582 5.145 0.437 8.0% 0.166 3.0% 79% True False 8,099
10 5.582 5.026 0.556 10.1% 0.142 2.6% 83% True False 5,801
20 5.609 5.026 0.583 10.6% 0.135 2.5% 80% False False 6,331
40 5.609 5.026 0.583 10.6% 0.135 2.5% 80% False False 4,825
60 5.610 5.026 0.584 10.6% 0.131 2.4% 79% False False 4,319
80 6.476 5.026 1.450 26.4% 0.127 2.3% 32% False False 3,786
Crabel Price Patterns
NR False
NR4 False
NR5 False
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
Fibonacci Retracements and Extensions
4.250 6.381
2.618 6.074
1.618 5.886
1.000 5.770
0.618 5.698
HIGH 5.582
0.618 5.510
0.500 5.488
0.382 5.466
LOW 5.394
0.618 5.278
1.000 5.206
1.618 5.090
2.618 4.902
4.250 4.595
Fisher Pivots for day following 04-Jun-2010
Pivot 1 day 3 day
R1 5.489 5.450
PP 5.489 5.409
S1 5.488 5.369

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

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