NYMEX Natural Gas Future September 2010

Trading Metrics calculated at close of trading on 14-Jun-2010

Day Change Summary
	Previous	Current
	11-Jun-2010	14-Jun-2010	Change	Change %	Previous Week
Open	4.803	4.950	0.147	3.1%	4.862
High	4.912	5.150	0.238	4.8%	5.082
Low	4.784	4.950	0.166	3.5%	4.744
Close	4.884	5.100	0.216	4.4%	4.884
Range	0.128	0.200	0.072	56.3%	0.338
ATR	0.182	0.188	0.006	3.3%	0.000
Volume	48,671	44,595	-4,076	-8.4%	248,004

Daily Pivots for day following 14-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.667	5.583	5.210
R3	5.467	5.383	5.155
R2	5.267	5.267	5.137
R1	5.183	5.183	5.118	5.225
PP	5.067	5.067	5.067	5.088
S1	4.983	4.983	5.082	5.025
S2	4.867	4.867	5.063
S3	4.667	4.783	5.045
S4	4.467	4.583	4.990

Weekly Pivots for week ending 11-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.917	5.739	5.070
R3	5.579	5.401	4.977
R2	5.241	5.241	4.946
R1	5.063	5.063	4.915	5.152
PP	4.903	4.903	4.903	4.948
S1	4.725	4.725	4.853	4.814
S2	4.565	4.565	4.822
S3	4.227	4.387	4.791
S4	3.889	4.049	4.698

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.150	4.744	0.406	8.0%	0.177	3.5%	88%	True	False	49,646
10	5.150	4.357	0.793	15.5%	0.216	4.2%	94%	True	False	40,575
20	5.150	4.168	0.982	19.3%	0.180	3.5%	95%	True	False	27,899
40	5.150	4.140	1.010	19.8%	0.165	3.2%	95%	True	False	20,158
60	5.150	4.140	1.010	19.8%	0.164	3.2%	95%	True	False	15,992
80	5.419	4.140	1.279	25.1%	0.151	3.0%	75%	False	False	13,050
100	5.987	4.140	1.847	36.2%	0.149	2.9%	52%	False	False	10,914
120	6.160	4.140	2.020	39.6%	0.150	2.9%	48%	False	False	9,422

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.050
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	6.000
2.618	5.674
1.618	5.474
1.000	5.350
0.618	5.274
HIGH	5.150
0.618	5.074
0.500	5.050
0.382	5.026
LOW	4.950
0.618	4.826
1.000	4.750
1.618	4.626
2.618	4.426
4.250	4.100

Fisher Pivots for day following 14-Jun-2010
Pivot	1 day	3 day
R1	5.083	5.049
PP	5.067	4.998
S1	5.050	4.947

Download as Excel Spreadsheet

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

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