NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 31-Dec-2009
Day Change Summary
Previous Current
30-Dec-2009 31-Dec-2009 Change Change % Previous Week
Open 5.917 5.695 -0.222 -3.8% 6.041
High 5.982 5.929 -0.053 -0.9% 6.050
Low 5.804 5.649 -0.155 -2.7% 5.674
Close 5.816 5.695 -0.121 -2.1% 5.845
Range 0.178 0.280 0.102 57.3% 0.376
ATR 0.199 0.205 0.006 2.9% 0.000
Volume 1,971 1,770 -201 -10.2% 9,560
Daily Pivots for day following 31-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.598 6.426 5.849
R3 6.318 6.146 5.772
R2 6.038 6.038 5.746
R1 5.866 5.866 5.721 5.835
PP 5.758 5.758 5.758 5.742
S1 5.586 5.586 5.669 5.555
S2 5.478 5.478 5.644
S3 5.198 5.306 5.618
S4 4.918 5.026 5.541
Weekly Pivots for week ending 25-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.984 6.791 6.052
R3 6.608 6.415 5.948
R2 6.232 6.232 5.914
R1 6.039 6.039 5.879 5.948
PP 5.856 5.856 5.856 5.811
S1 5.663 5.663 5.811 5.572
S2 5.480 5.480 5.776
S3 5.104 5.287 5.742
S4 4.728 4.911 5.638
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.075 5.649 0.426 7.5% 0.177 3.1% 11% False True 1,852
10 6.075 5.649 0.426 7.5% 0.200 3.5% 11% False True 2,275
20 6.075 4.848 1.227 21.5% 0.193 3.4% 69% False False 2,428
40 6.075 4.848 1.227 21.5% 0.180 3.2% 69% False False 1,910
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 9 trading days
Fibonacci Retracements and Extensions
4.250 7.119
2.618 6.662
1.618 6.382
1.000 6.209
0.618 6.102
HIGH 5.929
0.618 5.822
0.500 5.789
0.382 5.756
LOW 5.649
0.618 5.476
1.000 5.369
1.618 5.196
2.618 4.916
4.250 4.459
Fisher Pivots for day following 31-Dec-2009
Pivot 1 day 3 day
R1 5.789 5.862
PP 5.758 5.806
S1 5.726 5.751

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

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