NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 14-Jun-2010
Day Change Summary
Previous Current
11-Jun-2010 14-Jun-2010 Change Change % Previous Week
Open 5.478 5.631 0.153 2.8% 5.515
High 5.530 5.641 0.111 2.0% 5.655
Low 5.460 5.545 0.085 1.6% 5.400
Close 5.512 5.631 0.119 2.2% 5.512
Range 0.070 0.096 0.026 37.1% 0.255
ATR 0.140 0.140 -0.001 -0.6% 0.000
Volume 7,077 5,250 -1,827 -25.8% 41,999
Daily Pivots for day following 14-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.894 5.858 5.684
R3 5.798 5.762 5.657
R2 5.702 5.702 5.649
R1 5.666 5.666 5.640 5.679
PP 5.606 5.606 5.606 5.612
S1 5.570 5.570 5.622 5.583
S2 5.510 5.510 5.613
S3 5.414 5.474 5.605
S4 5.318 5.378 5.578
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.287 6.155 5.652
R3 6.032 5.900 5.582
R2 5.777 5.777 5.559
R1 5.645 5.645 5.535 5.584
PP 5.522 5.522 5.522 5.492
S1 5.390 5.390 5.489 5.329
S2 5.267 5.267 5.465
S3 5.012 5.135 5.442
S4 4.757 4.880 5.372
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.655 5.400 0.255 4.5% 0.122 2.2% 91% False False 6,946
10 5.655 5.145 0.510 9.1% 0.151 2.7% 95% False False 8,277
20 5.655 5.026 0.629 11.2% 0.138 2.5% 96% False False 6,815
40 5.655 5.026 0.629 11.2% 0.131 2.3% 96% False False 5,509
60 5.655 5.026 0.629 11.2% 0.135 2.4% 96% False False 4,913
80 6.110 5.026 1.084 19.3% 0.127 2.2% 56% False False 4,248
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.049
2.618 5.892
1.618 5.796
1.000 5.737
0.618 5.700
HIGH 5.641
0.618 5.604
0.500 5.593
0.382 5.582
LOW 5.545
0.618 5.486
1.000 5.449
1.618 5.390
2.618 5.294
4.250 5.137
Fisher Pivots for day following 14-Jun-2010
Pivot 1 day 3 day
R1 5.618 5.594
PP 5.606 5.557
S1 5.593 5.521

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

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