NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 17-Dec-2009
Day Change Summary
Previous Current
16-Dec-2009 17-Dec-2009 Change Change % Previous Week
Open 5.705 5.770 0.065 1.1% 5.042
High 5.762 6.026 0.264 4.6% 5.646
Low 5.637 5.718 0.081 1.4% 5.021
Close 5.684 5.910 0.226 4.0% 5.481
Range 0.125 0.308 0.183 146.4% 0.625
ATR 0.194 0.205 0.011 5.4% 0.000
Volume 2,662 1,868 -794 -29.8% 12,768
Daily Pivots for day following 17-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.809 6.667 6.079
R3 6.501 6.359 5.995
R2 6.193 6.193 5.966
R1 6.051 6.051 5.938 6.122
PP 5.885 5.885 5.885 5.920
S1 5.743 5.743 5.882 5.814
S2 5.577 5.577 5.854
S3 5.269 5.435 5.825
S4 4.961 5.127 5.741
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 7.258 6.994 5.825
R3 6.633 6.369 5.653
R2 6.008 6.008 5.596
R1 5.744 5.744 5.538 5.876
PP 5.383 5.383 5.383 5.449
S1 5.119 5.119 5.424 5.251
S2 4.758 4.758 5.366
S3 4.133 4.494 5.309
S4 3.508 3.869 5.137
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.026 5.432 0.594 10.1% 0.183 3.1% 80% True False 2,558
10 6.026 4.928 1.098 18.6% 0.200 3.4% 89% True False 2,576
20 6.026 4.848 1.178 19.9% 0.202 3.4% 90% True False 2,087
40 6.194 4.848 1.346 22.8% 0.174 2.9% 79% False False 1,774
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 0.042
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 7.335
2.618 6.832
1.618 6.524
1.000 6.334
0.618 6.216
HIGH 6.026
0.618 5.908
0.500 5.872
0.382 5.836
LOW 5.718
0.618 5.528
1.000 5.410
1.618 5.220
2.618 4.912
4.250 4.409
Fisher Pivots for day following 17-Dec-2009
Pivot 1 day 3 day
R1 5.897 5.884
PP 5.885 5.858
S1 5.872 5.832

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

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