NYMEX Natural Gas Future January 2011

Trading Metrics calculated at close of trading on 20-May-2010

Day Change Summary
	Previous	Current
	19-May-2010	20-May-2010	Change	Change %	Previous Week
Open	5.588	5.450	-0.138	-2.5%	5.564
High	5.588	5.457	-0.131	-2.3%	5.813
Low	5.410	5.332	-0.078	-1.4%	5.552
Close	5.438	5.392	-0.046	-0.8%	5.623
Range	0.178	0.125	-0.053	-29.8%	0.261
ATR	0.126	0.126	0.000	0.0%	0.000
Volume	15,305	8,910	-6,395	-41.8%	57,705

Daily Pivots for day following 20-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.769	5.705	5.461
R3	5.644	5.580	5.426
R2	5.519	5.519	5.415
R1	5.455	5.455	5.403	5.425
PP	5.394	5.394	5.394	5.378
S1	5.330	5.330	5.381	5.300
S2	5.269	5.269	5.369
S3	5.144	5.205	5.358
S4	5.019	5.080	5.323

Weekly Pivots for week ending 14-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.446	6.295	5.767
R3	6.185	6.034	5.695
R2	5.924	5.924	5.671
R1	5.773	5.773	5.647	5.849
PP	5.663	5.663	5.663	5.700
S1	5.512	5.512	5.599	5.588
S2	5.402	5.402	5.575
S3	5.141	5.251	5.551
S4	4.880	4.990	5.479

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.739	5.332	0.407	7.5%	0.140	2.6%	15%	False	True	13,132
10	5.813	5.332	0.481	8.9%	0.122	2.3%	12%	False	True	12,167

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.016
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5.988
2.618	5.784
1.618	5.659
1.000	5.582
0.618	5.534
HIGH	5.457
0.618	5.409
0.500	5.395
0.382	5.380
LOW	5.332
0.618	5.255
1.000	5.207
1.618	5.130
2.618	5.005
4.250	4.801

Fisher Pivots for day following 20-May-2010
Pivot	1 day	3 day
R1	5.395	5.519
PP	5.394	5.476
S1	5.393	5.434

Download as Excel Spreadsheet

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

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