NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 11-Jun-2010
Day Change Summary
Previous Current
10-Jun-2010 11-Jun-2010 Change Change % Previous Week
Open 5.446 5.478 0.032 0.6% 5.515
High 5.563 5.530 -0.033 -0.6% 5.655
Low 5.400 5.460 0.060 1.1% 5.400
Close 5.446 5.512 0.066 1.2% 5.512
Range 0.163 0.070 -0.093 -57.1% 0.255
ATR 0.145 0.140 -0.004 -3.0% 0.000
Volume 6,762 7,077 315 4.7% 41,999
Daily Pivots for day following 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.711 5.681 5.551
R3 5.641 5.611 5.531
R2 5.571 5.571 5.525
R1 5.541 5.541 5.518 5.556
PP 5.501 5.501 5.501 5.508
S1 5.471 5.471 5.506 5.486
S2 5.431 5.431 5.499
S3 5.361 5.401 5.493
S4 5.291 5.331 5.474
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.287 6.155 5.652
R3 6.032 5.900 5.582
R2 5.777 5.777 5.559
R1 5.645 5.645 5.535 5.584
PP 5.522 5.522 5.522 5.492
S1 5.390 5.390 5.489 5.329
S2 5.267 5.267 5.465
S3 5.012 5.135 5.442
S4 4.757 4.880 5.372
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.655 5.400 0.255 4.6% 0.138 2.5% 44% False False 8,399
10 5.655 5.145 0.510 9.3% 0.152 2.8% 72% False False 8,249
20 5.655 5.026 0.629 11.4% 0.141 2.6% 77% False False 7,038
40 5.655 5.026 0.629 11.4% 0.131 2.4% 77% False False 5,467
60 5.655 5.026 0.629 11.4% 0.136 2.5% 77% False False 4,840
80 6.311 5.026 1.285 23.3% 0.128 2.3% 38% False False 4,209
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.031
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 5.828
2.618 5.713
1.618 5.643
1.000 5.600
0.618 5.573
HIGH 5.530
0.618 5.503
0.500 5.495
0.382 5.487
LOW 5.460
0.618 5.417
1.000 5.390
1.618 5.347
2.618 5.277
4.250 5.163
Fisher Pivots for day following 11-Jun-2010
Pivot 1 day 3 day
R1 5.506 5.502
PP 5.501 5.492
S1 5.495 5.482

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

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