NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 09-Jul-2010
Day Change Summary
Previous Current
08-Jul-2010 09-Jul-2010 Change Change % Previous Week
Open 5.262 5.163 -0.099 -1.9% 5.325
High 5.285 5.210 -0.075 -1.4% 5.447
Low 5.094 5.123 0.029 0.6% 5.094
Close 5.163 5.181 0.018 0.3% 5.181
Range 0.191 0.087 -0.104 -54.5% 0.353
ATR 0.156 0.151 -0.005 -3.2% 0.000
Volume 10,985 12,311 1,326 12.1% 39,734
Daily Pivots for day following 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.432 5.394 5.229
R3 5.345 5.307 5.205
R2 5.258 5.258 5.197
R1 5.220 5.220 5.189 5.239
PP 5.171 5.171 5.171 5.181
S1 5.133 5.133 5.173 5.152
S2 5.084 5.084 5.165
S3 4.997 5.046 5.157
S4 4.910 4.959 5.133
Weekly Pivots for week ending 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 6.300 6.093 5.375
R3 5.947 5.740 5.278
R2 5.594 5.594 5.246
R1 5.387 5.387 5.213 5.314
PP 5.241 5.241 5.241 5.204
S1 5.034 5.034 5.149 4.961
S2 4.888 4.888 5.116
S3 4.535 4.681 5.084
S4 4.182 4.328 4.987
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.447 5.094 0.353 6.8% 0.152 2.9% 25% False False 10,286
10 5.570 5.094 0.476 9.2% 0.155 3.0% 18% False False 8,188
20 5.762 5.094 0.668 12.9% 0.145 2.8% 13% False False 7,582
40 5.762 5.026 0.736 14.2% 0.145 2.8% 21% False False 7,269
60 5.762 5.026 0.736 14.2% 0.139 2.7% 21% False False 6,120
80 5.762 5.026 0.736 14.2% 0.139 2.7% 21% False False 5,457
100 6.339 5.026 1.313 25.3% 0.131 2.5% 12% False False 4,826
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 5.580
2.618 5.438
1.618 5.351
1.000 5.297
0.618 5.264
HIGH 5.210
0.618 5.177
0.500 5.167
0.382 5.156
LOW 5.123
0.618 5.069
1.000 5.036
1.618 4.982
2.618 4.895
4.250 4.753
Fisher Pivots for day following 09-Jul-2010
Pivot 1 day 3 day
R1 5.176 5.234
PP 5.171 5.216
S1 5.167 5.199

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

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