NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 09-Nov-2010
Day Change Summary
Previous Current
08-Nov-2010 09-Nov-2010 Change Change % Previous Week
Open 4.210 4.327 0.117 2.8% 4.289
High 4.320 4.372 0.052 1.2% 4.361
Low 4.197 4.262 0.065 1.5% 4.055
Close 4.294 4.367 0.073 1.7% 4.185
Range 0.123 0.110 -0.013 -10.6% 0.306
ATR 0.106 0.106 0.000 0.3% 0.000
Volume 2,592 2,169 -423 -16.3% 10,336
Daily Pivots for day following 09-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.664 4.625 4.428
R3 4.554 4.515 4.397
R2 4.444 4.444 4.387
R1 4.405 4.405 4.377 4.425
PP 4.334 4.334 4.334 4.343
S1 4.295 4.295 4.357 4.315
S2 4.224 4.224 4.347
S3 4.114 4.185 4.337
S4 4.004 4.075 4.307
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 5.118 4.958 4.353
R3 4.812 4.652 4.269
R2 4.506 4.506 4.241
R1 4.346 4.346 4.213 4.273
PP 4.200 4.200 4.200 4.164
S1 4.040 4.040 4.157 3.967
S2 3.894 3.894 4.129
S3 3.588 3.734 4.101
S4 3.282 3.428 4.017
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.372 4.055 0.317 7.3% 0.104 2.4% 98% True False 1,929
10 4.372 4.016 0.356 8.2% 0.127 2.9% 99% True False 1,990
20 4.372 3.942 0.430 9.8% 0.104 2.4% 99% True False 1,686
40 4.584 3.942 0.642 14.7% 0.092 2.1% 66% False False 1,535
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 0.043
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.840
2.618 4.660
1.618 4.550
1.000 4.482
0.618 4.440
HIGH 4.372
0.618 4.330
0.500 4.317
0.382 4.304
LOW 4.262
0.618 4.194
1.000 4.152
1.618 4.084
2.618 3.974
4.250 3.795
Fisher Pivots for day following 09-Nov-2010
Pivot 1 day 3 day
R1 4.350 4.327
PP 4.334 4.286
S1 4.317 4.246

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

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