NYMEX Natural Gas Future January 2011


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 5.503 5.586 0.083 1.5% 5.504
High 5.645 5.750 0.105 1.9% 5.750
Low 5.460 5.582 0.122 2.2% 5.351
Close 5.639 5.664 0.025 0.4% 5.664
Range 0.185 0.168 -0.017 -9.2% 0.399
ATR 0.133 0.136 0.002 1.9% 0.000
Volume 10,833 19,821 8,988 83.0% 47,978
Daily Pivots for day following 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.169 6.085 5.756
R3 6.001 5.917 5.710
R2 5.833 5.833 5.695
R1 5.749 5.749 5.679 5.791
PP 5.665 5.665 5.665 5.687
S1 5.581 5.581 5.649 5.623
S2 5.497 5.497 5.633
S3 5.329 5.413 5.618
S4 5.161 5.245 5.572
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.785 6.624 5.883
R3 6.386 6.225 5.774
R2 5.987 5.987 5.737
R1 5.826 5.826 5.701 5.907
PP 5.588 5.588 5.588 5.629
S1 5.427 5.427 5.627 5.508
S2 5.189 5.189 5.591
S3 4.790 5.028 5.554
S4 4.391 4.629 5.445
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.750 5.351 0.399 7.0% 0.156 2.8% 78% True False 12,052
10 5.750 5.228 0.522 9.2% 0.137 2.4% 84% True False 9,578
20 5.813 5.228 0.585 10.3% 0.129 2.3% 75% False False 10,872
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 0.031
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.464
2.618 6.190
1.618 6.022
1.000 5.918
0.618 5.854
HIGH 5.750
0.618 5.686
0.500 5.666
0.382 5.646
LOW 5.582
0.618 5.478
1.000 5.414
1.618 5.310
2.618 5.142
4.250 4.868
Fisher Pivots for day following 04-Jun-2010
Pivot 1 day 3 day
R1 5.666 5.629
PP 5.665 5.593
S1 5.665 5.558

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

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