NYMEX Natural Gas Future July 2010

Trading Metrics calculated at close of trading on 18-Jun-2010

Day Change Summary
	Previous	Current
	17-Jun-2010	18-Jun-2010	Change	Change %	Previous Week
Open	5.012	5.128	0.116	2.3%	4.861
High	5.178	5.190	0.012	0.2%	5.196
Low	4.980	4.987	0.007	0.1%	4.861
Close	5.162	4.997	-0.165	-3.2%	4.997
Range	0.198	0.203	0.005	2.5%	0.335
ATR	0.204	0.203	0.000	0.0%	0.000
Volume	118,021	148,765	30,744	26.0%	644,295

Daily Pivots for day following 18-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.667	5.535	5.109
R3	5.464	5.332	5.053
R2	5.261	5.261	5.034
R1	5.129	5.129	5.016	5.094
PP	5.058	5.058	5.058	5.040
S1	4.926	4.926	4.978	4.891
S2	4.855	4.855	4.960
S3	4.652	4.723	4.941
S4	4.449	4.520	4.885

Weekly Pivots for week ending 18-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.023	5.845	5.181
R3	5.688	5.510	5.089
R2	5.353	5.353	5.058
R1	5.175	5.175	5.028	5.264
PP	5.018	5.018	5.018	5.063
S1	4.840	4.840	4.966	4.929
S2	4.683	4.683	4.936
S3	4.348	4.505	4.905
S4	4.013	4.170	4.813

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.196	4.861	0.335	6.7%	0.197	3.9%	41%	False	False	128,859
10	5.196	4.628	0.568	11.4%	0.200	4.0%	65%	False	False	137,258
20	5.196	4.036	1.160	23.2%	0.199	4.0%	83%	False	False	115,226
40	5.196	3.971	1.225	24.5%	0.188	3.8%	84%	False	False	79,225
60	5.196	3.971	1.225	24.5%	0.186	3.7%	84%	False	False	62,735
80	5.196	3.971	1.225	24.5%	0.168	3.4%	84%	False	False	49,654
100	5.810	3.971	1.839	36.8%	0.166	3.3%	56%	False	False	40,852
120	6.075	3.971	2.104	42.1%	0.167	3.4%	49%	False	False	34,592

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.045
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.053
2.618	5.721
1.618	5.518
1.000	5.393
0.618	5.315
HIGH	5.190
0.618	5.112
0.500	5.089
0.382	5.065
LOW	4.987
0.618	4.862
1.000	4.784
1.618	4.659
2.618	4.456
4.250	4.124

Fisher Pivots for day following 18-Jun-2010
Pivot	1 day	3 day
R1	5.089	5.081
PP	5.058	5.053
S1	5.028	5.025

Download as Excel Spreadsheet

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

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