NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 28-Jun-2010
Day Change Summary
Previous Current
25-Jun-2010 28-Jun-2010 Change Change % Previous Week
Open 5.674 5.694 0.020 0.4% 5.665
High 5.750 5.705 -0.045 -0.8% 5.904
Low 5.671 5.600 -0.071 -1.3% 5.542
Close 5.743 5.609 -0.134 -2.3% 5.743
Range 0.079 0.105 0.026 32.9% 0.362
ATR 0.136 0.136 0.001 0.4% 0.000
Volume 8,182 7,315 -867 -10.6% 52,968
Daily Pivots for day following 28-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.953 5.886 5.667
R3 5.848 5.781 5.638
R2 5.743 5.743 5.628
R1 5.676 5.676 5.619 5.657
PP 5.638 5.638 5.638 5.629
S1 5.571 5.571 5.599 5.552
S2 5.533 5.533 5.590
S3 5.428 5.466 5.580
S4 5.323 5.361 5.551
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.816 6.641 5.942
R3 6.454 6.279 5.843
R2 6.092 6.092 5.809
R1 5.917 5.917 5.776 6.005
PP 5.730 5.730 5.730 5.773
S1 5.555 5.555 5.710 5.643
S2 5.368 5.368 5.677
S3 5.006 5.193 5.643
S4 4.644 4.831 5.544
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.750 5.542 0.208 3.7% 0.104 1.9% 32% False False 9,650
10 5.949 5.542 0.407 7.3% 0.133 2.4% 16% False False 12,172
20 5.949 5.351 0.598 10.7% 0.140 2.5% 43% False False 12,413
40 5.949 5.228 0.721 12.9% 0.126 2.2% 53% False False 11,185
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 False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.151
2.618 5.980
1.618 5.875
1.000 5.810
0.618 5.770
HIGH 5.705
0.618 5.665
0.500 5.653
0.382 5.640
LOW 5.600
0.618 5.535
1.000 5.495
1.618 5.430
2.618 5.325
4.250 5.154
Fisher Pivots for day following 28-Jun-2010
Pivot 1 day 3 day
R1 5.653 5.675
PP 5.638 5.653
S1 5.624 5.631

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

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