NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 16-Jun-2010
Day Change Summary
Previous Current
15-Jun-2010 16-Jun-2010 Change Change % Previous Week
Open 5.659 5.752 0.093 1.6% 5.515
High 5.755 5.762 0.007 0.1% 5.655
Low 5.641 5.609 -0.032 -0.6% 5.400
Close 5.752 5.636 -0.116 -2.0% 5.512
Range 0.114 0.153 0.039 34.2% 0.255
ATR 0.139 0.140 0.001 0.7% 0.000
Volume 8,213 9,146 933 11.4% 41,999
Daily Pivots for day following 16-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.128 6.035 5.720
R3 5.975 5.882 5.678
R2 5.822 5.822 5.664
R1 5.729 5.729 5.650 5.699
PP 5.669 5.669 5.669 5.654
S1 5.576 5.576 5.622 5.546
S2 5.516 5.516 5.608
S3 5.363 5.423 5.594
S4 5.210 5.270 5.552
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 5.762 5.400 0.362 6.4% 0.119 2.1% 65% True False 7,289
10 5.762 5.270 0.492 8.7% 0.143 2.5% 74% True False 8,526
20 5.762 5.026 0.736 13.1% 0.138 2.4% 83% True False 6,909
40 5.762 5.026 0.736 13.1% 0.132 2.3% 83% True False 5,803
60 5.762 5.026 0.736 13.1% 0.136 2.4% 83% True False 5,073
80 5.953 5.026 0.927 16.4% 0.127 2.3% 66% False False 4,392
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.412
2.618 6.163
1.618 6.010
1.000 5.915
0.618 5.857
HIGH 5.762
0.618 5.704
0.500 5.686
0.382 5.667
LOW 5.609
0.618 5.514
1.000 5.456
1.618 5.361
2.618 5.208
4.250 4.959
Fisher Pivots for day following 16-Jun-2010
Pivot 1 day 3 day
R1 5.686 5.654
PP 5.669 5.648
S1 5.653 5.642

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

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