NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 06-Jul-2010
Day Change Summary
Previous Current
02-Jul-2010 06-Jul-2010 Change Change % Previous Week
Open 5.376 5.325 -0.051 -0.9% 5.495
High 5.400 5.447 0.047 0.9% 5.535
Low 5.220 5.272 0.052 1.0% 5.153
Close 5.291 5.302 0.011 0.2% 5.291
Range 0.180 0.175 -0.005 -2.8% 0.382
ATR 0.154 0.155 0.002 1.0% 0.000
Volume 11,698 7,674 -4,024 -34.4% 37,647
Daily Pivots for day following 06-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.865 5.759 5.398
R3 5.690 5.584 5.350
R2 5.515 5.515 5.334
R1 5.409 5.409 5.318 5.375
PP 5.340 5.340 5.340 5.323
S1 5.234 5.234 5.286 5.200
S2 5.165 5.165 5.270
S3 4.990 5.059 5.254
S4 4.815 4.884 5.206
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 5.447 5.153 0.294 5.5% 0.187 3.5% 51% True False 8,469
10 5.570 5.153 0.417 7.9% 0.151 2.9% 36% False False 7,226
20 5.762 5.153 0.609 11.5% 0.147 2.8% 24% False False 7,100
40 5.762 5.026 0.736 13.9% 0.142 2.7% 38% False False 6,907
60 5.762 5.026 0.736 13.9% 0.139 2.6% 38% False False 5,731
80 5.762 5.026 0.736 13.9% 0.136 2.6% 38% False False 5,131
100 6.476 5.026 1.450 27.3% 0.132 2.5% 19% False False 4,560
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 0.027
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.191
2.618 5.905
1.618 5.730
1.000 5.622
0.618 5.555
HIGH 5.447
0.618 5.380
0.500 5.360
0.382 5.339
LOW 5.272
0.618 5.164
1.000 5.097
1.618 4.989
2.618 4.814
4.250 4.528
Fisher Pivots for day following 06-Jul-2010
Pivot 1 day 3 day
R1 5.360 5.309
PP 5.340 5.306
S1 5.321 5.304

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

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