NYMEX Natural Gas Future August 2010

Trading Metrics calculated at close of trading on 07-Dec-2009

Day Change Summary
	Previous	Current
	04-Dec-2009	07-Dec-2009	Change	Change %	Previous Week
Open	5.000	5.420	0.420	8.4%	5.505
High	5.112	5.418	0.306	6.0%	5.505
Low	5.000	5.103	0.103	2.1%	4.920
Close	5.073	5.420	0.347	6.8%	5.073
Range	0.112	0.315	0.203	181.3%	0.585
ATR
Volume	3,242	1,574	-1,668	-51.4%	9,759

Daily Pivots for day following 07-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.259	6.154	5.593
R3	5.944	5.839	5.507
R2	5.629	5.629	5.478
R1	5.524	5.524	5.449	5.578
PP	5.314	5.314	5.314	5.340
S1	5.209	5.209	5.391	5.263
S2	4.999	4.999	5.362
S3	4.684	4.894	5.333
S4	4.369	4.579	5.247

Weekly Pivots for week ending 04-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.921	6.582	5.395
R3	6.336	5.997	5.234
R2	5.751	5.751	5.180
R1	5.412	5.412	5.127	5.289
PP	5.166	5.166	5.166	5.105
S1	4.827	4.827	5.019	4.704
S2	4.581	4.581	4.966
S3	3.996	4.242	4.912
S4	3.411	3.657	4.751

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.418	4.920	0.498	9.2%	0.184	3.4%	100%	True	False	2,093
10	5.658	4.920	0.738	13.6%	0.201	3.7%	68%	False	False	1,696

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.019
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	6.757
2.618	6.243
1.618	5.928
1.000	5.733
0.618	5.613
HIGH	5.418
0.618	5.298
0.500	5.261
0.382	5.223
LOW	5.103
0.618	4.908
1.000	4.788
1.618	4.593
2.618	4.278
4.250	3.764

Fisher Pivots for day following 07-Dec-2009
Pivot	1 day	3 day
R1	5.367	5.336
PP	5.314	5.253
S1	5.261	5.169

Download as Excel Spreadsheet

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

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