NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 08-Jun-2010
Day Change Summary
Previous Current
07-Jun-2010 08-Jun-2010 Change Change % Previous Week
Open 5.515 5.640 0.125 2.3% 5.161
High 5.611 5.655 0.044 0.8% 5.582
Low 5.434 5.474 0.040 0.7% 5.145
Close 5.605 5.521 -0.084 -1.5% 5.490
Range 0.177 0.181 0.004 2.3% 0.437
ATR 0.144 0.147 0.003 1.8% 0.000
Volume 12,518 7,592 -4,926 -39.4% 35,526
Daily Pivots for day following 08-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.093 5.988 5.621
R3 5.912 5.807 5.571
R2 5.731 5.731 5.554
R1 5.626 5.626 5.538 5.588
PP 5.550 5.550 5.550 5.531
S1 5.445 5.445 5.504 5.407
S2 5.369 5.369 5.488
S3 5.188 5.264 5.471
S4 5.007 5.083 5.421
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 5.655 5.156 0.499 9.0% 0.179 3.2% 73% True False 10,000
10 5.655 5.026 0.629 11.4% 0.155 2.8% 79% True False 7,063
20 5.655 5.026 0.629 11.4% 0.139 2.5% 79% True False 6,814
40 5.655 5.026 0.629 11.4% 0.135 2.4% 79% True False 5,178
60 5.655 5.026 0.629 11.4% 0.135 2.4% 79% True False 4,556
80 6.476 5.026 1.450 26.3% 0.129 2.3% 34% False False 3,989
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.424
2.618 6.129
1.618 5.948
1.000 5.836
0.618 5.767
HIGH 5.655
0.618 5.586
0.500 5.565
0.382 5.543
LOW 5.474
0.618 5.362
1.000 5.293
1.618 5.181
2.618 5.000
4.250 4.705
Fisher Pivots for day following 08-Jun-2010
Pivot 1 day 3 day
R1 5.565 5.525
PP 5.550 5.523
S1 5.536 5.522

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

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