NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 21-Jun-2010
Day Change Summary
Previous Current
18-Jun-2010 21-Jun-2010 Change Change % Previous Week
Open 5.128 5.044 -0.084 -1.6% 4.861
High 5.190 5.182 -0.008 -0.2% 5.196
Low 4.987 4.826 -0.161 -3.2% 4.861
Close 4.997 4.873 -0.124 -2.5% 4.997
Range 0.203 0.356 0.153 75.4% 0.335
ATR 0.203 0.214 0.011 5.4% 0.000
Volume 148,765 90,592 -58,173 -39.1% 644,295
Daily Pivots for day following 21-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.028 5.807 5.069
R3 5.672 5.451 4.971
R2 5.316 5.316 4.938
R1 5.095 5.095 4.906 5.028
PP 4.960 4.960 4.960 4.927
S1 4.739 4.739 4.840 4.672
S2 4.604 4.604 4.808
S3 4.248 4.383 4.775
S4 3.892 4.027 4.677
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.023 5.845 5.181
R3 5.688 5.510 5.089
R2 5.353 5.353 5.058
R1 5.175 5.175 5.028 5.264
PP 5.018 5.018 5.018 5.063
S1 4.840 4.840 4.966 4.929
S2 4.683 4.683 4.936
S3 4.348 4.505 4.905
S4 4.013 4.170 4.813
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.196 4.826 0.370 7.6% 0.232 4.8% 13% False True 126,896
10 5.196 4.628 0.568 11.7% 0.208 4.3% 43% False False 129,864
20 5.196 4.036 1.160 23.8% 0.209 4.3% 72% False False 116,796
40 5.196 3.971 1.225 25.1% 0.190 3.9% 74% False False 80,796
60 5.196 3.971 1.225 25.1% 0.189 3.9% 74% False False 64,096
80 5.196 3.971 1.225 25.1% 0.171 3.5% 74% False False 50,720
100 5.810 3.971 1.839 37.7% 0.167 3.4% 49% False False 41,730
120 6.075 3.971 2.104 43.2% 0.170 3.5% 43% False False 35,331
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.048
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 6.695
2.618 6.114
1.618 5.758
1.000 5.538
0.618 5.402
HIGH 5.182
0.618 5.046
0.500 5.004
0.382 4.962
LOW 4.826
0.618 4.606
1.000 4.470
1.618 4.250
2.618 3.894
4.250 3.313
Fisher Pivots for day following 21-Jun-2010
Pivot 1 day 3 day
R1 5.004 5.008
PP 4.960 4.963
S1 4.917 4.918

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

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