NYMEX Natural Gas Future November 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 5.214 5.246 0.032 0.6% 4.817
High 5.355 5.381 0.026 0.5% 5.330
Low 5.131 5.195 0.064 1.2% 4.807
Close 5.336 5.246 -0.090 -1.7% 5.202
Range 0.224 0.186 -0.038 -17.0% 0.523
ATR 0.155 0.157 0.002 1.4% 0.000
Volume 11,809 12,536 727 6.2% 28,036
Daily Pivots for day following 08-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.832 5.725 5.348
R3 5.646 5.539 5.297
R2 5.460 5.460 5.280
R1 5.353 5.353 5.263 5.339
PP 5.274 5.274 5.274 5.267
S1 5.167 5.167 5.229 5.153
S2 5.088 5.088 5.212
S3 4.902 4.981 5.195
S4 4.716 4.795 5.144
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.682 6.465 5.490
R3 6.159 5.942 5.346
R2 5.636 5.636 5.298
R1 5.419 5.419 5.250 5.528
PP 5.113 5.113 5.113 5.167
S1 4.896 4.896 5.154 5.005
S2 4.590 4.590 5.106
S3 4.067 4.373 5.058
S4 3.544 3.850 4.914
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.381 4.818 0.563 10.7% 0.209 4.0% 76% True False 9,153
10 5.381 4.647 0.734 14.0% 0.171 3.3% 82% True False 6,892
20 5.381 4.647 0.734 14.0% 0.147 2.8% 82% True False 6,631
40 5.381 4.647 0.734 14.0% 0.138 2.6% 82% True False 4,813
60 5.381 4.647 0.734 14.0% 0.135 2.6% 82% True False 4,039
80 6.170 4.647 1.523 29.0% 0.129 2.5% 39% False False 3,430
Crabel Price Patterns
NR True
NR4 True
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 0.038
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.172
2.618 5.868
1.618 5.682
1.000 5.567
0.618 5.496
HIGH 5.381
0.618 5.310
0.500 5.288
0.382 5.266
LOW 5.195
0.618 5.080
1.000 5.009
1.618 4.894
2.618 4.708
4.250 4.405
Fisher Pivots for day following 08-Jun-2010
Pivot 1 day 3 day
R1 5.288 5.240
PP 5.274 5.234
S1 5.260 5.228

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

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