NYMEX Natural Gas Future May 2010

Trading Metrics calculated at close of trading on 11-Aug-2009

Day Change Summary
	Previous	Current
	10-Aug-2009	11-Aug-2009	Change	Change %	Previous Week
Open	5.670	5.710	0.040	0.7%	5.928
High	5.720	5.710	-0.010	-0.2%	5.941
Low	5.642	5.600	-0.042	-0.7%	5.649
Close	5.659	5.621	-0.038	-0.7%	5.654
Range	0.078	0.110	0.032	41.0%	0.292
ATR	0.135	0.133	-0.002	-1.3%	0.000
Volume	150	249	99	66.0%	3,202

Daily Pivots for day following 11-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.974	5.907	5.682
R3	5.864	5.797	5.651
R2	5.754	5.754	5.641
R1	5.687	5.687	5.631	5.666
PP	5.644	5.644	5.644	5.633
S1	5.577	5.577	5.611	5.556
S2	5.534	5.534	5.601
S3	5.424	5.467	5.591
S4	5.314	5.357	5.561

Weekly Pivots for week ending 07-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.624	6.431	5.815
R3	6.332	6.139	5.734
R2	6.040	6.040	5.708
R1	5.847	5.847	5.681	5.798
PP	5.748	5.748	5.748	5.723
S1	5.555	5.555	5.627	5.506
S2	5.456	5.456	5.600
S3	5.164	5.263	5.574
S4	4.872	4.971	5.493

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.941	5.600	0.341	6.1%	0.118	2.1%	6%	False	True	538
10	5.941	5.383	0.558	9.9%	0.127	2.3%	43%	False	False	460
20	5.941	5.264	0.677	12.0%	0.128	2.3%	53%	False	False	498

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.178
2.618	5.998
1.618	5.888
1.000	5.820
0.618	5.778
HIGH	5.710
0.618	5.668
0.500	5.655
0.382	5.642
LOW	5.600
0.618	5.532
1.000	5.490
1.618	5.422
2.618	5.312
4.250	5.133

Fisher Pivots for day following 11-Aug-2009
Pivot	1 day	3 day
R1	5.655	5.691
PP	5.644	5.667
S1	5.632	5.644

Download as Excel Spreadsheet

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

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