NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 14-Jun-2010
Day Change Summary
Previous Current
11-Jun-2010 14-Jun-2010 Change Change % Previous Week
Open 5.170 5.381 0.211 4.1% 5.214
High 5.240 5.393 0.153 2.9% 5.381
Low 5.164 5.276 0.112 2.2% 5.120
Close 5.228 5.381 0.153 2.9% 5.228
Range 0.076 0.117 0.041 53.9% 0.261
ATR 0.151 0.152 0.001 0.7% 0.000
Volume 10,087 6,848 -3,239 -32.1% 56,313
Daily Pivots for day following 14-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.701 5.658 5.445
R3 5.584 5.541 5.413
R2 5.467 5.467 5.402
R1 5.424 5.424 5.392 5.440
PP 5.350 5.350 5.350 5.358
S1 5.307 5.307 5.370 5.323
S2 5.233 5.233 5.360
S3 5.116 5.190 5.349
S4 4.999 5.073 5.317
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.026 5.888 5.372
R3 5.765 5.627 5.300
R2 5.504 5.504 5.276
R1 5.366 5.366 5.252 5.435
PP 5.243 5.243 5.243 5.278
S1 5.105 5.105 5.204 5.174
S2 4.982 4.982 5.180
S3 4.721 4.844 5.156
S4 4.460 4.583 5.084
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.393 5.120 0.273 5.1% 0.130 2.4% 96% True False 10,270
10 5.393 4.807 0.586 10.9% 0.168 3.1% 98% True False 9,119
20 5.393 4.647 0.746 13.9% 0.149 2.8% 98% True False 7,105
40 5.393 4.647 0.746 13.9% 0.135 2.5% 98% True False 5,547
60 5.393 4.647 0.746 13.9% 0.136 2.5% 98% True False 4,622
80 5.810 4.647 1.163 21.6% 0.127 2.4% 63% False False 3,861
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.037
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.890
2.618 5.699
1.618 5.582
1.000 5.510
0.618 5.465
HIGH 5.393
0.618 5.348
0.500 5.335
0.382 5.321
LOW 5.276
0.618 5.204
1.000 5.159
1.618 5.087
2.618 4.970
4.250 4.779
Fisher Pivots for day following 14-Jun-2010
Pivot 1 day 3 day
R1 5.366 5.340
PP 5.350 5.298
S1 5.335 5.257

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

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