NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 10-Nov-2010
Day Change Summary
Previous Current
09-Nov-2010 10-Nov-2010 Change Change % Previous Week
Open 4.327 4.366 0.039 0.9% 4.289
High 4.372 4.392 0.020 0.5% 4.361
Low 4.262 4.244 -0.018 -0.4% 4.055
Close 4.367 4.273 -0.094 -2.2% 4.185
Range 0.110 0.148 0.038 34.5% 0.306
ATR 0.106 0.109 0.003 2.8% 0.000
Volume 2,169 1,526 -643 -29.6% 10,336
Daily Pivots for day following 10-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.747 4.658 4.354
R3 4.599 4.510 4.314
R2 4.451 4.451 4.300
R1 4.362 4.362 4.287 4.333
PP 4.303 4.303 4.303 4.288
S1 4.214 4.214 4.259 4.185
S2 4.155 4.155 4.246
S3 4.007 4.066 4.232
S4 3.859 3.918 4.192
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 4.392 4.055 0.337 7.9% 0.116 2.7% 65% True False 1,968
10 4.392 4.016 0.376 8.8% 0.133 3.1% 68% True False 1,930
20 4.392 3.942 0.450 10.5% 0.108 2.5% 74% True False 1,661
40 4.584 3.942 0.642 15.0% 0.095 2.2% 52% False False 1,547
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.043
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5.021
2.618 4.779
1.618 4.631
1.000 4.540
0.618 4.483
HIGH 4.392
0.618 4.335
0.500 4.318
0.382 4.301
LOW 4.244
0.618 4.153
1.000 4.096
1.618 4.005
2.618 3.857
4.250 3.615
Fisher Pivots for day following 10-Nov-2010
Pivot 1 day 3 day
R1 4.318 4.295
PP 4.303 4.287
S1 4.288 4.280

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

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