NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 15-Jun-2010
Day Change Summary
Previous Current
14-Jun-2010 15-Jun-2010 Change Change % Previous Week
Open 5.631 5.659 0.028 0.5% 5.515
High 5.641 5.755 0.114 2.0% 5.655
Low 5.545 5.641 0.096 1.7% 5.400
Close 5.631 5.752 0.121 2.1% 5.512
Range 0.096 0.114 0.018 18.8% 0.255
ATR 0.140 0.139 -0.001 -0.8% 0.000
Volume 5,250 8,213 2,963 56.4% 41,999
Daily Pivots for day following 15-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.058 6.019 5.815
R3 5.944 5.905 5.783
R2 5.830 5.830 5.773
R1 5.791 5.791 5.762 5.811
PP 5.716 5.716 5.716 5.726
S1 5.677 5.677 5.742 5.697
S2 5.602 5.602 5.731
S3 5.488 5.563 5.721
S4 5.374 5.449 5.689
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 5.755 5.400 0.355 6.2% 0.108 1.9% 99% True False 7,070
10 5.755 5.156 0.599 10.4% 0.144 2.5% 99% True False 8,535
20 5.755 5.026 0.729 12.7% 0.139 2.4% 100% True False 6,799
40 5.755 5.026 0.729 12.7% 0.131 2.3% 100% True False 5,645
60 5.755 5.026 0.729 12.7% 0.135 2.3% 100% True False 4,977
80 5.966 5.026 0.940 16.3% 0.127 2.2% 77% False False 4,311
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 0.029
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.240
2.618 6.053
1.618 5.939
1.000 5.869
0.618 5.825
HIGH 5.755
0.618 5.711
0.500 5.698
0.382 5.685
LOW 5.641
0.618 5.571
1.000 5.527
1.618 5.457
2.618 5.343
4.250 5.157
Fisher Pivots for day following 15-Jun-2010
Pivot 1 day 3 day
R1 5.734 5.704
PP 5.716 5.656
S1 5.698 5.608

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

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