NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 10-Jun-2010
Day Change Summary
Previous Current
09-Jun-2010 10-Jun-2010 Change Change % Previous Week
Open 5.474 5.446 -0.028 -0.5% 5.161
High 5.552 5.563 0.011 0.2% 5.582
Low 5.453 5.400 -0.053 -1.0% 5.145
Close 5.474 5.446 -0.028 -0.5% 5.490
Range 0.099 0.163 0.064 64.6% 0.437
ATR 0.143 0.145 0.001 1.0% 0.000
Volume 8,050 6,762 -1,288 -16.0% 35,526
Daily Pivots for day following 10-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.959 5.865 5.536
R3 5.796 5.702 5.491
R2 5.633 5.633 5.476
R1 5.539 5.539 5.461 5.528
PP 5.470 5.470 5.470 5.464
S1 5.376 5.376 5.431 5.365
S2 5.307 5.307 5.416
S3 5.144 5.213 5.401
S4 4.981 5.050 5.356
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 5.394 0.261 4.8% 0.162 3.0% 20% False False 9,543
10 5.655 5.128 0.527 9.7% 0.158 2.9% 60% False False 7,896
20 5.655 5.026 0.629 11.5% 0.145 2.7% 67% False False 6,956
40 5.655 5.026 0.629 11.5% 0.135 2.5% 67% False False 5,388
60 5.655 5.026 0.629 11.5% 0.137 2.5% 67% False False 4,748
80 6.339 5.026 1.313 24.1% 0.128 2.3% 32% False False 4,138
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.256
2.618 5.990
1.618 5.827
1.000 5.726
0.618 5.664
HIGH 5.563
0.618 5.501
0.500 5.482
0.382 5.462
LOW 5.400
0.618 5.299
1.000 5.237
1.618 5.136
2.618 4.973
4.250 4.707
Fisher Pivots for day following 10-Jun-2010
Pivot 1 day 3 day
R1 5.482 5.528
PP 5.470 5.500
S1 5.458 5.473

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

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