NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 22-Jun-2010
Day Change Summary
Previous Current
21-Jun-2010 22-Jun-2010 Change Change % Previous Week
Open 5.485 5.485 0.000 0.0% 5.631
High 5.732 5.519 -0.213 -3.7% 5.762
Low 5.450 5.361 -0.089 -1.6% 5.545
Close 5.485 5.422 -0.063 -1.1% 5.603
Range 0.282 0.158 -0.124 -44.0% 0.217
ATR 0.150 0.150 0.001 0.4% 0.000
Volume 5,787 6,720 933 16.1% 34,471
Daily Pivots for day following 22-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.908 5.823 5.509
R3 5.750 5.665 5.465
R2 5.592 5.592 5.451
R1 5.507 5.507 5.436 5.471
PP 5.434 5.434 5.434 5.416
S1 5.349 5.349 5.408 5.313
S2 5.276 5.276 5.393
S3 5.118 5.191 5.379
S4 4.960 5.033 5.335
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.288 6.162 5.722
R3 6.071 5.945 5.663
R2 5.854 5.854 5.643
R1 5.728 5.728 5.623 5.683
PP 5.637 5.637 5.637 5.614
S1 5.511 5.511 5.583 5.466
S2 5.420 5.420 5.563
S3 5.203 5.294 5.543
S4 4.986 5.077 5.484
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.762 5.361 0.401 7.4% 0.174 3.2% 15% False True 6,703
10 5.762 5.361 0.401 7.4% 0.141 2.6% 15% False True 6,886
20 5.762 5.026 0.736 13.6% 0.148 2.7% 54% False False 6,974
40 5.762 5.026 0.736 13.6% 0.137 2.5% 54% False False 6,105
60 5.762 5.026 0.736 13.6% 0.142 2.6% 54% False False 5,287
80 5.953 5.026 0.927 17.1% 0.132 2.4% 43% False False 4,604
100 6.573 5.026 1.547 28.5% 0.130 2.4% 26% False False 4,061
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.191
2.618 5.933
1.618 5.775
1.000 5.677
0.618 5.617
HIGH 5.519
0.618 5.459
0.500 5.440
0.382 5.421
LOW 5.361
0.618 5.263
1.000 5.203
1.618 5.105
2.618 4.947
4.250 4.690
Fisher Pivots for day following 22-Jun-2010
Pivot 1 day 3 day
R1 5.440 5.554
PP 5.434 5.510
S1 5.428 5.466

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

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