NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 17-Jun-2010
Day Change Summary
Previous Current
16-Jun-2010 17-Jun-2010 Change Change % Previous Week
Open 5.752 5.699 -0.053 -0.9% 5.515
High 5.762 5.740 -0.022 -0.4% 5.655
Low 5.609 5.617 0.008 0.1% 5.400
Close 5.636 5.727 0.091 1.6% 5.512
Range 0.153 0.123 -0.030 -19.6% 0.255
ATR 0.140 0.138 -0.001 -0.8% 0.000
Volume 9,146 5,994 -3,152 -34.5% 41,999
Daily Pivots for day following 17-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.064 6.018 5.795
R3 5.941 5.895 5.761
R2 5.818 5.818 5.750
R1 5.772 5.772 5.738 5.795
PP 5.695 5.695 5.695 5.706
S1 5.649 5.649 5.716 5.672
S2 5.572 5.572 5.704
S3 5.449 5.526 5.693
S4 5.326 5.403 5.659
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 5.460 0.302 5.3% 0.111 1.9% 88% False False 7,136
10 5.762 5.394 0.368 6.4% 0.136 2.4% 90% False False 8,339
20 5.762 5.026 0.736 12.9% 0.135 2.4% 95% False False 6,757
40 5.762 5.026 0.736 12.9% 0.133 2.3% 95% False False 5,898
60 5.762 5.026 0.736 12.9% 0.136 2.4% 95% False False 5,125
80 5.953 5.026 0.927 16.2% 0.128 2.2% 76% False False 4,443
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.263
2.618 6.062
1.618 5.939
1.000 5.863
0.618 5.816
HIGH 5.740
0.618 5.693
0.500 5.679
0.382 5.664
LOW 5.617
0.618 5.541
1.000 5.494
1.618 5.418
2.618 5.295
4.250 5.094
Fisher Pivots for day following 17-Jun-2010
Pivot 1 day 3 day
R1 5.711 5.713
PP 5.695 5.699
S1 5.679 5.686

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

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