NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 30-Jun-2010
Day Change Summary
Previous Current
29-Jun-2010 30-Jun-2010 Change Change % Previous Week
Open 5.423 5.220 -0.203 -3.7% 5.485
High 5.423 5.258 -0.165 -3.0% 5.732
Low 5.227 5.153 -0.074 -1.4% 5.361
Close 5.239 5.252 0.013 0.2% 5.562
Range 0.196 0.105 -0.091 -46.4% 0.371
ATR 0.145 0.142 -0.003 -2.0% 0.000
Volume 4,732 7,889 3,157 66.7% 32,727
Daily Pivots for day following 30-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.536 5.499 5.310
R3 5.431 5.394 5.281
R2 5.326 5.326 5.271
R1 5.289 5.289 5.262 5.308
PP 5.221 5.221 5.221 5.230
S1 5.184 5.184 5.242 5.203
S2 5.116 5.116 5.233
S3 5.011 5.079 5.223
S4 4.906 4.974 5.194
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 5.153 0.417 7.9% 0.123 2.3% 24% False True 5,536
10 5.747 5.153 0.594 11.3% 0.144 2.7% 17% False True 6,018
20 5.762 5.153 0.609 11.6% 0.143 2.7% 16% False True 7,272
40 5.762 5.026 0.736 14.0% 0.135 2.6% 31% False False 6,457
60 5.762 5.026 0.736 14.0% 0.136 2.6% 31% False False 5,410
80 5.762 5.026 0.736 14.0% 0.133 2.5% 31% False False 4,866
100 6.573 5.026 1.547 29.5% 0.130 2.5% 15% False False 4,304
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 True
Bull Hook False
Stretch 0.026
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.704
2.618 5.533
1.618 5.428
1.000 5.363
0.618 5.323
HIGH 5.258
0.618 5.218
0.500 5.206
0.382 5.193
LOW 5.153
0.618 5.088
1.000 5.048
1.618 4.983
2.618 4.878
4.250 4.707
Fisher Pivots for day following 30-Jun-2010
Pivot 1 day 3 day
R1 5.237 5.344
PP 5.221 5.313
S1 5.206 5.283

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

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