NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 07-Jun-2010
Day Change Summary
Previous Current
04-Jun-2010 07-Jun-2010 Change Change % Previous Week
Open 5.586 5.689 0.103 1.8% 5.504
High 5.750 5.784 0.034 0.6% 5.750
Low 5.582 5.583 0.001 0.0% 5.351
Close 5.664 5.781 0.117 2.1% 5.664
Range 0.168 0.201 0.033 19.6% 0.399
ATR 0.136 0.140 0.005 3.5% 0.000
Volume 19,821 20,716 895 4.5% 47,978
Daily Pivots for day following 07-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.319 6.251 5.892
R3 6.118 6.050 5.836
R2 5.917 5.917 5.818
R1 5.849 5.849 5.799 5.883
PP 5.716 5.716 5.716 5.733
S1 5.648 5.648 5.763 5.682
S2 5.515 5.515 5.744
S3 5.314 5.447 5.726
S4 5.113 5.246 5.670
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.785 6.624 5.883
R3 6.386 6.225 5.774
R2 5.987 5.987 5.737
R1 5.826 5.826 5.701 5.907
PP 5.588 5.588 5.588 5.629
S1 5.427 5.427 5.627 5.508
S2 5.189 5.189 5.591
S3 4.790 5.028 5.554
S4 4.391 4.629 5.445
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.784 5.351 0.433 7.5% 0.176 3.0% 99% True False 13,738
10 5.784 5.228 0.556 9.6% 0.145 2.5% 99% True False 10,696
20 5.813 5.228 0.585 10.1% 0.133 2.3% 95% False False 11,338
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 0.036
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 6.638
2.618 6.310
1.618 6.109
1.000 5.985
0.618 5.908
HIGH 5.784
0.618 5.707
0.500 5.684
0.382 5.660
LOW 5.583
0.618 5.459
1.000 5.382
1.618 5.258
2.618 5.057
4.250 4.729
Fisher Pivots for day following 07-Jun-2010
Pivot 1 day 3 day
R1 5.749 5.728
PP 5.716 5.675
S1 5.684 5.622

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

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