NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 22-Jun-2010
Day Change Summary
Previous Current
21-Jun-2010 22-Jun-2010 Change Change % Previous Week
Open 5.044 4.870 -0.174 -3.4% 4.861
High 5.182 4.888 -0.294 -5.7% 5.196
Low 4.826 4.691 -0.135 -2.8% 4.861
Close 4.873 4.756 -0.117 -2.4% 4.997
Range 0.356 0.197 -0.159 -44.7% 0.335
ATR 0.214 0.213 -0.001 -0.6% 0.000
Volume 90,592 126,782 36,190 39.9% 644,295
Daily Pivots for day following 22-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.369 5.260 4.864
R3 5.172 5.063 4.810
R2 4.975 4.975 4.792
R1 4.866 4.866 4.774 4.822
PP 4.778 4.778 4.778 4.757
S1 4.669 4.669 4.738 4.625
S2 4.581 4.581 4.720
S3 4.384 4.472 4.702
S4 4.187 4.275 4.648
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 4.691 0.505 10.6% 0.237 5.0% 13% False True 124,729
10 5.196 4.628 0.568 11.9% 0.203 4.3% 23% False False 127,599
20 5.196 4.036 1.160 24.4% 0.214 4.5% 62% False False 120,489
40 5.196 3.971 1.225 25.8% 0.192 4.0% 64% False False 83,371
60 5.196 3.971 1.225 25.8% 0.190 4.0% 64% False False 65,969
80 5.196 3.971 1.225 25.8% 0.172 3.6% 64% False False 52,244
100 5.810 3.971 1.839 38.7% 0.168 3.5% 43% False False 42,955
120 6.050 3.971 2.079 43.7% 0.170 3.6% 38% False False 36,372
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.048
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.725
2.618 5.404
1.618 5.207
1.000 5.085
0.618 5.010
HIGH 4.888
0.618 4.813
0.500 4.790
0.382 4.766
LOW 4.691
0.618 4.569
1.000 4.494
1.618 4.372
2.618 4.175
4.250 3.854
Fisher Pivots for day following 22-Jun-2010
Pivot 1 day 3 day
R1 4.790 4.941
PP 4.778 4.879
S1 4.767 4.818

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

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