NYMEX Natural Gas Future August 2010

Trading Metrics calculated at close of trading on 14-Dec-2009

Day Change Summary
	Previous	Current
	11-Dec-2009	14-Dec-2009	Change	Change %	Previous Week
Open	5.595	5.712	0.117	2.1%	5.420
High	5.710	5.755	0.045	0.8%	5.710
Low	5.508	5.603	0.095	1.7%	5.103
Close	5.555	5.712	0.157	2.8%	5.555
Range	0.202	0.152	-0.050	-24.8%	0.607
ATR	0.213	0.212	-0.001	-0.4%	0.000
Volume	4,434	3,770	-664	-15.0%	14,572

Daily Pivots for day following 14-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.146	6.081	5.796
R3	5.994	5.929	5.754
R2	5.842	5.842	5.740
R1	5.777	5.777	5.726	5.788
PP	5.690	5.690	5.690	5.696
S1	5.625	5.625	5.698	5.636
S2	5.538	5.538	5.684
S3	5.386	5.473	5.670
S4	5.234	5.321	5.628

Weekly Pivots for week ending 11-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	7.277	7.023	5.889
R3	6.670	6.416	5.722
R2	6.063	6.063	5.666
R1	5.809	5.809	5.611	5.936
PP	5.456	5.456	5.456	5.520
S1	5.202	5.202	5.499	5.329
S2	4.849	4.849	5.444
S3	4.242	4.595	5.388
S4	3.635	3.988	5.221

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.755	5.320	0.435	7.6%	0.207	3.6%	90%	True	False	3,353
10	5.755	4.920	0.835	14.6%	0.195	3.4%	95%	True	False	2,723

Crabel Price Patterns
NR	True
NR4	True
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	0.035
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	6.401
2.618	6.153
1.618	6.001
1.000	5.907
0.618	5.849
HIGH	5.755
0.618	5.697
0.500	5.679
0.382	5.661
LOW	5.603
0.618	5.509
1.000	5.451
1.618	5.357
2.618	5.205
4.250	4.957

Fisher Pivots for day following 14-Dec-2009
Pivot	1 day	3 day
R1	5.701	5.654
PP	5.690	5.596
S1	5.679	5.538

Download as Excel Spreadsheet

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

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