NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 23-Jun-2010
Day Change Summary
Previous Current
22-Jun-2010 23-Jun-2010 Change Change % Previous Week
Open 4.870 4.777 -0.093 -1.9% 4.861
High 4.888 4.878 -0.010 -0.2% 5.196
Low 4.691 4.746 0.055 1.2% 4.861
Close 4.756 4.804 0.048 1.0% 4.997
Range 0.197 0.132 -0.065 -33.0% 0.335
ATR 0.213 0.207 -0.006 -2.7% 0.000
Volume 126,782 109,469 -17,313 -13.7% 644,295
Daily Pivots for day following 23-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.205 5.137 4.877
R3 5.073 5.005 4.840
R2 4.941 4.941 4.828
R1 4.873 4.873 4.816 4.907
PP 4.809 4.809 4.809 4.827
S1 4.741 4.741 4.792 4.775
S2 4.677 4.677 4.780
S3 4.545 4.609 4.768
S4 4.413 4.477 4.731
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 5.190 4.691 0.499 10.4% 0.217 4.5% 23% False False 118,725
10 5.196 4.628 0.568 11.8% 0.199 4.1% 31% False False 123,437
20 5.196 4.135 1.061 22.1% 0.215 4.5% 63% False False 122,754
40 5.196 3.971 1.225 25.5% 0.193 4.0% 68% False False 85,704
60 5.196 3.971 1.225 25.5% 0.191 4.0% 68% False False 67,592
80 5.196 3.971 1.225 25.5% 0.172 3.6% 68% False False 53,533
100 5.810 3.971 1.839 38.3% 0.167 3.5% 45% False False 43,996
120 6.050 3.971 2.079 43.3% 0.170 3.5% 40% False False 37,268
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 0.046
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 5.439
2.618 5.224
1.618 5.092
1.000 5.010
0.618 4.960
HIGH 4.878
0.618 4.828
0.500 4.812
0.382 4.796
LOW 4.746
0.618 4.664
1.000 4.614
1.618 4.532
2.618 4.400
4.250 4.185
Fisher Pivots for day following 23-Jun-2010
Pivot 1 day 3 day
R1 4.812 4.937
PP 4.809 4.892
S1 4.807 4.848

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

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