NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 03-Jun-2010
Day Change Summary
Previous Current
02-Jun-2010 03-Jun-2010 Change Change % Previous Week
Open 5.156 5.310 0.154 3.0% 5.090
High 5.319 5.458 0.139 2.6% 5.291
Low 5.156 5.270 0.114 2.2% 5.026
Close 5.312 5.447 0.135 2.5% 5.257
Range 0.163 0.188 0.025 15.3% 0.265
ATR 0.134 0.138 0.004 2.9% 0.000
Volume 9,235 7,863 -1,372 -14.9% 18,019
Daily Pivots for day following 03-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.956 5.889 5.550
R3 5.768 5.701 5.499
R2 5.580 5.580 5.481
R1 5.513 5.513 5.464 5.547
PP 5.392 5.392 5.392 5.408
S1 5.325 5.325 5.430 5.359
S2 5.204 5.204 5.413
S3 5.016 5.137 5.395
S4 4.828 4.949 5.344
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 5.986 5.887 5.403
R3 5.721 5.622 5.330
R2 5.456 5.456 5.306
R1 5.357 5.357 5.281 5.407
PP 5.191 5.191 5.191 5.216
S1 5.092 5.092 5.233 5.142
S2 4.926 4.926 5.208
S3 4.661 4.827 5.184
S4 4.396 4.562 5.111
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.458 5.128 0.330 6.1% 0.154 2.8% 97% True False 6,250
10 5.458 5.026 0.432 7.9% 0.133 2.4% 97% True False 5,174
20 5.609 5.026 0.583 10.7% 0.132 2.4% 72% False False 5,881
40 5.609 5.026 0.583 10.7% 0.134 2.5% 72% False False 4,574
60 5.655 5.026 0.629 11.5% 0.130 2.4% 67% False False 4,165
80 6.476 5.026 1.450 26.6% 0.126 2.3% 29% False False 3,640
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 6.257
2.618 5.950
1.618 5.762
1.000 5.646
0.618 5.574
HIGH 5.458
0.618 5.386
0.500 5.364
0.382 5.342
LOW 5.270
0.618 5.154
1.000 5.082
1.618 4.966
2.618 4.778
4.250 4.471
Fisher Pivots for day following 03-Jun-2010
Pivot 1 day 3 day
R1 5.419 5.399
PP 5.392 5.350
S1 5.364 5.302

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

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