NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 07-Jun-2010
Day Change Summary
Previous Current
04-Jun-2010 07-Jun-2010 Change Change % Previous Week
Open 5.430 5.515 0.085 1.6% 5.161
High 5.582 5.611 0.029 0.5% 5.582
Low 5.394 5.434 0.040 0.7% 5.145
Close 5.490 5.605 0.115 2.1% 5.490
Range 0.188 0.177 -0.011 -5.9% 0.437
ATR 0.142 0.144 0.003 1.8% 0.000
Volume 12,796 12,518 -278 -2.2% 35,526
Daily Pivots for day following 07-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.081 6.020 5.702
R3 5.904 5.843 5.654
R2 5.727 5.727 5.637
R1 5.666 5.666 5.621 5.697
PP 5.550 5.550 5.550 5.565
S1 5.489 5.489 5.589 5.520
S2 5.373 5.373 5.573
S3 5.196 5.312 5.556
S4 5.019 5.135 5.508
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 5.611 5.145 0.466 8.3% 0.180 3.2% 99% True False 9,608
10 5.611 5.026 0.585 10.4% 0.147 2.6% 99% True False 6,606
20 5.611 5.026 0.585 10.4% 0.138 2.5% 99% True False 6,715
40 5.611 5.026 0.585 10.4% 0.136 2.4% 99% True False 5,047
60 5.611 5.026 0.585 10.4% 0.133 2.4% 99% True False 4,475
80 6.476 5.026 1.450 25.9% 0.128 2.3% 40% False False 3,926
Crabel Price Patterns
NR True
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 0.030
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.363
2.618 6.074
1.618 5.897
1.000 5.788
0.618 5.720
HIGH 5.611
0.618 5.543
0.500 5.523
0.382 5.502
LOW 5.434
0.618 5.325
1.000 5.257
1.618 5.148
2.618 4.971
4.250 4.682
Fisher Pivots for day following 07-Jun-2010
Pivot 1 day 3 day
R1 5.578 5.550
PP 5.550 5.495
S1 5.523 5.441

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

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