NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 02-Jul-2010
Day Change Summary
Previous Current
01-Jul-2010 02-Jul-2010 Change Change % Previous Week
Open 5.191 5.376 0.185 3.6% 5.495
High 5.447 5.400 -0.047 -0.9% 5.535
Low 5.170 5.220 0.050 1.0% 5.153
Close 5.401 5.291 -0.110 -2.0% 5.291
Range 0.277 0.180 -0.097 -35.0% 0.382
ATR 0.152 0.154 0.002 1.4% 0.000
Volume 10,356 11,698 1,342 13.0% 37,647
Daily Pivots for day following 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.844 5.747 5.390
R3 5.664 5.567 5.341
R2 5.484 5.484 5.324
R1 5.387 5.387 5.308 5.346
PP 5.304 5.304 5.304 5.283
S1 5.207 5.207 5.275 5.166
S2 5.124 5.124 5.258
S3 4.944 5.027 5.242
S4 4.764 4.847 5.192
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 6.472 6.264 5.501
R3 6.090 5.882 5.396
R2 5.708 5.708 5.361
R1 5.500 5.500 5.326 5.413
PP 5.326 5.326 5.326 5.283
S1 5.118 5.118 5.256 5.031
S2 4.944 4.944 5.221
S3 4.562 4.736 5.186
S4 4.180 4.354 5.081
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.535 5.153 0.382 7.2% 0.175 3.3% 36% False False 7,529
10 5.732 5.153 0.579 10.9% 0.162 3.1% 24% False False 7,037
20 5.762 5.153 0.609 11.5% 0.147 2.8% 23% False False 7,342
40 5.762 5.026 0.736 13.9% 0.141 2.7% 36% False False 6,837
60 5.762 5.026 0.736 13.9% 0.139 2.6% 36% False False 5,664
80 5.762 5.026 0.736 13.9% 0.135 2.6% 36% False False 5,075
100 6.476 5.026 1.450 27.4% 0.131 2.5% 18% False False 4,498
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.165
2.618 5.871
1.618 5.691
1.000 5.580
0.618 5.511
HIGH 5.400
0.618 5.331
0.500 5.310
0.382 5.289
LOW 5.220
0.618 5.109
1.000 5.040
1.618 4.929
2.618 4.749
4.250 4.455
Fisher Pivots for day following 02-Jul-2010
Pivot 1 day 3 day
R1 5.310 5.300
PP 5.304 5.297
S1 5.297 5.294

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

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