NYMEX Natural Gas Future August 2010

Trading Metrics calculated at close of trading on 16-Dec-2009

Day Change Summary
	Previous	Current
	15-Dec-2009	16-Dec-2009	Change	Change %	Previous Week
Open	5.746	5.757	0.011	0.2%	5.420
High	5.833	5.842	0.009	0.2%	5.710
Low	5.746	5.721	-0.025	-0.4%	5.103
Close	5.831	5.757	-0.074	-1.3%	5.555
Range	0.087	0.121	0.034	39.1%	0.607
ATR	0.205	0.199	-0.006	-2.9%	0.000
Volume	3,261	3,590	329	10.1%	14,572

Daily Pivots for day following 16-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.136	6.068	5.824
R3	6.015	5.947	5.790
R2	5.894	5.894	5.779
R1	5.826	5.826	5.768	5.818
PP	5.773	5.773	5.773	5.769
S1	5.705	5.705	5.746	5.697
S2	5.652	5.652	5.735
S3	5.531	5.584	5.724
S4	5.410	5.463	5.690

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	5.842	5.320	0.522	9.1%	0.183	3.2%	84%	True	False	3,436
10	5.842	4.920	0.922	16.0%	0.179	3.1%	91%	True	False	3,046

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.032
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.356
2.618	6.159
1.618	6.038
1.000	5.963
0.618	5.917
HIGH	5.842
0.618	5.796
0.500	5.782
0.382	5.767
LOW	5.721
0.618	5.646
1.000	5.600
1.618	5.525
2.618	5.404
4.250	5.207

Fisher Pivots for day following 16-Dec-2009
Pivot	1 day	3 day
R1	5.782	5.746
PP	5.773	5.734
S1	5.765	5.723

Download as Excel Spreadsheet

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

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