NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 18-Dec-2009
Day Change Summary
Previous Current
17-Dec-2009 18-Dec-2009 Change Change % Previous Week
Open 5.770 5.960 0.190 3.3% 5.591
High 6.026 6.020 -0.006 -0.1% 6.026
Low 5.718 5.877 0.159 2.8% 5.515
Close 5.910 5.925 0.015 0.3% 5.925
Range 0.308 0.143 -0.165 -53.6% 0.511
ATR 0.205 0.200 -0.004 -2.2% 0.000
Volume 1,868 3,830 1,962 105.0% 13,353
Daily Pivots for day following 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.370 6.290 6.004
R3 6.227 6.147 5.964
R2 6.084 6.084 5.951
R1 6.004 6.004 5.938 5.973
PP 5.941 5.941 5.941 5.925
S1 5.861 5.861 5.912 5.830
S2 5.798 5.798 5.899
S3 5.655 5.718 5.886
S4 5.512 5.575 5.846
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 7.355 7.151 6.206
R3 6.844 6.640 6.066
R2 6.333 6.333 6.019
R1 6.129 6.129 5.972 6.231
PP 5.822 5.822 5.822 5.873
S1 5.618 5.618 5.878 5.720
S2 5.311 5.311 5.831
S3 4.800 5.107 5.784
S4 4.289 4.596 5.644
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.026 5.515 0.511 8.6% 0.168 2.8% 80% False False 2,670
10 6.026 5.021 1.005 17.0% 0.204 3.4% 90% False False 2,612
20 6.026 4.848 1.178 19.9% 0.201 3.4% 91% False False 2,201
40 6.152 4.848 1.304 22.0% 0.173 2.9% 83% False False 1,838
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.045
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.628
2.618 6.394
1.618 6.251
1.000 6.163
0.618 6.108
HIGH 6.020
0.618 5.965
0.500 5.949
0.382 5.932
LOW 5.877
0.618 5.789
1.000 5.734
1.618 5.646
2.618 5.503
4.250 5.269
Fisher Pivots for day following 18-Dec-2009
Pivot 1 day 3 day
R1 5.949 5.894
PP 5.941 5.863
S1 5.933 5.832

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

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