NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 12-Jul-2010
Day Change Summary
Previous Current
09-Jul-2010 12-Jul-2010 Change Change % Previous Week
Open 5.163 5.204 0.041 0.8% 5.325
High 5.210 5.204 -0.006 -0.1% 5.447
Low 5.123 5.133 0.010 0.2% 5.094
Close 5.181 5.157 -0.024 -0.5% 5.181
Range 0.087 0.071 -0.016 -18.4% 0.353
ATR 0.151 0.145 -0.006 -3.8% 0.000
Volume 12,311 9,362 -2,949 -24.0% 39,734
Daily Pivots for day following 12-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.378 5.338 5.196
R3 5.307 5.267 5.177
R2 5.236 5.236 5.170
R1 5.196 5.196 5.164 5.181
PP 5.165 5.165 5.165 5.157
S1 5.125 5.125 5.150 5.110
S2 5.094 5.094 5.144
S3 5.023 5.054 5.137
S4 4.952 4.983 5.118
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% 0.130 2.5% 18% False False 9,819
10 5.535 5.094 0.441 8.6% 0.153 3.0% 14% False False 8,674
20 5.762 5.094 0.668 13.0% 0.145 2.8% 9% False False 7,697
40 5.762 5.026 0.736 14.3% 0.143 2.8% 18% False False 7,367
60 5.762 5.026 0.736 14.3% 0.136 2.6% 18% False False 6,210
80 5.762 5.026 0.736 14.3% 0.139 2.7% 18% False False 5,554
100 6.311 5.026 1.285 24.9% 0.131 2.5% 10% False False 4,906
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.029
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 5.506
2.618 5.390
1.618 5.319
1.000 5.275
0.618 5.248
HIGH 5.204
0.618 5.177
0.500 5.169
0.382 5.160
LOW 5.133
0.618 5.089
1.000 5.062
1.618 5.018
2.618 4.947
4.250 4.831
Fisher Pivots for day following 12-Jul-2010
Pivot 1 day 3 day
R1 5.169 5.190
PP 5.165 5.179
S1 5.161 5.168

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

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