NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 22-Dec-2009
Day Change Summary
Previous Current
21-Dec-2009 22-Dec-2009 Change Change % Previous Week
Open 6.041 5.877 -0.164 -2.7% 5.591
High 6.050 5.877 -0.173 -2.9% 6.026
Low 5.783 5.674 -0.109 -1.9% 5.515
Close 5.820 5.852 0.032 0.5% 5.925
Range 0.267 0.203 -0.064 -24.0% 0.511
ATR 0.205 0.205 0.000 -0.1% 0.000
Volume 2,340 2,652 312 13.3% 13,353
Daily Pivots for day following 22-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.410 6.334 5.964
R3 6.207 6.131 5.908
R2 6.004 6.004 5.889
R1 5.928 5.928 5.871 5.865
PP 5.801 5.801 5.801 5.769
S1 5.725 5.725 5.833 5.662
S2 5.598 5.598 5.815
S3 5.395 5.522 5.796
S4 5.192 5.319 5.740
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 6.050 5.637 0.413 7.1% 0.209 3.6% 52% False False 2,670
10 6.050 5.241 0.809 13.8% 0.207 3.5% 76% False False 2,604
20 6.050 4.848 1.202 20.5% 0.208 3.6% 84% False False 2,297
40 6.050 4.848 1.202 20.5% 0.177 3.0% 84% False False 1,909
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.039
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.740
2.618 6.408
1.618 6.205
1.000 6.080
0.618 6.002
HIGH 5.877
0.618 5.799
0.500 5.776
0.382 5.752
LOW 5.674
0.618 5.549
1.000 5.471
1.618 5.346
2.618 5.143
4.250 4.811
Fisher Pivots for day following 22-Dec-2009
Pivot 1 day 3 day
R1 5.827 5.862
PP 5.801 5.859
S1 5.776 5.855

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

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