NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 16-Jun-2010
Day Change Summary
Previous Current
15-Jun-2010 16-Jun-2010 Change Change % Previous Week
Open 5.422 5.370 -0.052 -1.0% 5.214
High 5.534 5.511 -0.023 -0.4% 5.381
Low 5.414 5.356 -0.058 -1.1% 5.120
Close 5.527 5.370 -0.157 -2.8% 5.228
Range 0.120 0.155 0.035 29.2% 0.261
ATR 0.152 0.153 0.001 0.9% 0.000
Volume 13,662 12,410 -1,252 -9.2% 56,313
Daily Pivots for day following 16-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.877 5.779 5.455
R3 5.722 5.624 5.413
R2 5.567 5.567 5.398
R1 5.469 5.469 5.384 5.448
PP 5.412 5.412 5.412 5.402
S1 5.314 5.314 5.356 5.293
S2 5.257 5.257 5.342
S3 5.102 5.159 5.327
S4 4.947 5.004 5.285
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 5.534 5.120 0.414 7.7% 0.124 2.3% 60% False False 10,659
10 5.534 4.926 0.608 11.3% 0.163 3.0% 73% False False 10,650
20 5.534 4.647 0.887 16.5% 0.149 2.8% 82% False False 7,839
40 5.534 4.647 0.887 16.5% 0.136 2.5% 82% False False 6,090
60 5.534 4.647 0.887 16.5% 0.138 2.6% 82% False False 4,943
80 5.631 4.647 0.984 18.3% 0.127 2.4% 73% False False 4,148
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.035
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6.170
2.618 5.917
1.618 5.762
1.000 5.666
0.618 5.607
HIGH 5.511
0.618 5.452
0.500 5.434
0.382 5.415
LOW 5.356
0.618 5.260
1.000 5.201
1.618 5.105
2.618 4.950
4.250 4.697
Fisher Pivots for day following 16-Jun-2010
Pivot 1 day 3 day
R1 5.434 5.405
PP 5.412 5.393
S1 5.391 5.382

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

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