NYMEX Natural Gas Future January 2011

Trading Metrics calculated at close of trading on 01-Dec-2010

Day Change Summary
	Previous	Current
	30-Nov-2010	01-Dec-2010	Change	Change %	Previous Week
Open	4.219	4.196	-0.023	-0.5%	4.325
High	4.254	4.324	0.070	1.6%	4.515
Low	4.126	4.164	0.038	0.9%	4.285
Close	4.180	4.269	0.089	2.1%	4.399
Range	0.128	0.160	0.032	25.0%	0.230
ATR	0.168	0.167	-0.001	-0.3%	0.000
Volume	92,142	112,510	20,368	22.1%	397,919

Daily Pivots for day following 01-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.732	4.661	4.357
R3	4.572	4.501	4.313
R2	4.412	4.412	4.298
R1	4.341	4.341	4.284	4.377
PP	4.252	4.252	4.252	4.270
S1	4.181	4.181	4.254	4.217
S2	4.092	4.092	4.240
S3	3.932	4.021	4.225
S4	3.772	3.861	4.181

Weekly Pivots for week ending 26-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.090	4.974	4.526
R3	4.860	4.744	4.462
R2	4.630	4.630	4.441
R1	4.514	4.514	4.420	4.572
PP	4.400	4.400	4.400	4.429
S1	4.284	4.284	4.378	4.342
S2	4.170	4.170	4.357
S3	3.940	4.054	4.336
S4	3.710	3.824	4.273

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.515	4.126	0.389	9.1%	0.184	4.3%	37%	False	False	108,813
10	4.515	3.976	0.539	12.6%	0.184	4.3%	54%	False	False	94,692
20	4.515	3.853	0.662	15.5%	0.169	4.0%	63%	False	False	84,255
40	4.515	3.853	0.662	15.5%	0.151	3.5%	63%	False	False	65,506
60	4.681	3.853	0.828	19.4%	0.138	3.2%	50%	False	False	51,293
80	5.037	3.853	1.184	27.7%	0.130	3.0%	35%	False	False	42,811
100	5.468	3.853	1.615	37.8%	0.128	3.0%	26%	False	False	37,424
120	5.949	3.853	2.096	49.1%	0.130	3.0%	20%	False	False	33,333

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.046
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.004
2.618	4.743
1.618	4.583
1.000	4.484
0.618	4.423
HIGH	4.324
0.618	4.263
0.500	4.244
0.382	4.225
LOW	4.164
0.618	4.065
1.000	4.004
1.618	3.905
2.618	3.745
4.250	3.484

Fisher Pivots for day following 01-Dec-2010
Pivot	1 day	3 day
R1	4.261	4.307
PP	4.252	4.294
S1	4.244	4.282

Download as Excel Spreadsheet

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

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