NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 28-Jun-2010
Day Change Summary
Previous Current
25-Jun-2010 28-Jun-2010 Change Change % Previous Week
Open 5.490 5.495 0.005 0.1% 5.485
High 5.570 5.535 -0.035 -0.6% 5.732
Low 5.479 5.416 -0.063 -1.1% 5.361
Close 5.562 5.426 -0.136 -2.4% 5.562
Range 0.091 0.119 0.028 30.8% 0.371
ATR 0.140 0.141 0.000 0.3% 0.000
Volume 4,502 2,972 -1,530 -34.0% 32,727
Daily Pivots for day following 28-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.816 5.740 5.491
R3 5.697 5.621 5.459
R2 5.578 5.578 5.448
R1 5.502 5.502 5.437 5.481
PP 5.459 5.459 5.459 5.448
S1 5.383 5.383 5.415 5.362
S2 5.340 5.340 5.404
S3 5.221 5.264 5.393
S4 5.102 5.145 5.361
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.665 6.484 5.766
R3 6.294 6.113 5.664
R2 5.923 5.923 5.630
R1 5.742 5.742 5.596 5.833
PP 5.552 5.552 5.552 5.597
S1 5.371 5.371 5.528 5.462
S2 5.181 5.181 5.494
S3 4.810 5.000 5.460
S4 4.439 4.629 5.358
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.570 5.361 0.209 3.9% 0.116 2.1% 31% False False 5,982
10 5.762 5.361 0.401 7.4% 0.140 2.6% 16% False False 6,492
20 5.762 5.145 0.617 11.4% 0.146 2.7% 46% False False 7,384
40 5.762 5.026 0.736 13.6% 0.131 2.4% 54% False False 6,342
60 5.762 5.026 0.736 13.6% 0.139 2.6% 54% False False 5,384
80 5.762 5.026 0.736 13.6% 0.131 2.4% 54% False False 4,771
100 6.573 5.026 1.547 28.5% 0.130 2.4% 26% False False 4,213
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.041
2.618 5.847
1.618 5.728
1.000 5.654
0.618 5.609
HIGH 5.535
0.618 5.490
0.500 5.476
0.382 5.461
LOW 5.416
0.618 5.342
1.000 5.297
1.618 5.223
2.618 5.104
4.250 4.910
Fisher Pivots for day following 28-Jun-2010
Pivot 1 day 3 day
R1 5.476 5.493
PP 5.459 5.471
S1 5.443 5.448

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

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