NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 24-Jun-2010
Day Change Summary
Previous Current
23-Jun-2010 24-Jun-2010 Change Change % Previous Week
Open 4.777 4.811 0.034 0.7% 4.861
High 4.878 4.855 -0.023 -0.5% 5.196
Low 4.746 4.698 -0.048 -1.0% 4.861
Close 4.804 4.748 -0.056 -1.2% 4.997
Range 0.132 0.157 0.025 18.9% 0.335
ATR 0.207 0.204 -0.004 -1.7% 0.000
Volume 109,469 101,329 -8,140 -7.4% 644,295
Daily Pivots for day following 24-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.238 5.150 4.834
R3 5.081 4.993 4.791
R2 4.924 4.924 4.777
R1 4.836 4.836 4.762 4.802
PP 4.767 4.767 4.767 4.750
S1 4.679 4.679 4.734 4.645
S2 4.610 4.610 4.719
S3 4.453 4.522 4.705
S4 4.296 4.365 4.662
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 10.5% 0.209 4.4% 11% False False 115,387
10 5.196 4.675 0.521 11.0% 0.197 4.1% 14% False False 121,918
20 5.196 4.154 1.042 21.9% 0.214 4.5% 57% False False 124,301
40 5.196 3.971 1.225 25.8% 0.193 4.1% 63% False False 87,675
60 5.196 3.971 1.225 25.8% 0.191 4.0% 63% False False 69,045
80 5.196 3.971 1.225 25.8% 0.173 3.6% 63% False False 54,706
100 5.810 3.971 1.839 38.7% 0.167 3.5% 42% False False 44,977
120 6.050 3.971 2.079 43.8% 0.169 3.6% 37% False False 38,098
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.045
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.522
2.618 5.266
1.618 5.109
1.000 5.012
0.618 4.952
HIGH 4.855
0.618 4.795
0.500 4.777
0.382 4.758
LOW 4.698
0.618 4.601
1.000 4.541
1.618 4.444
2.618 4.287
4.250 4.031
Fisher Pivots for day following 24-Jun-2010
Pivot 1 day 3 day
R1 4.777 4.790
PP 4.767 4.776
S1 4.758 4.762

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

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