NYMEX Natural Gas Future October 2010

Trading Metrics calculated at close of trading on 01-Sep-2010

Day Change Summary
	Previous	Current
	31-Aug-2010	01-Sep-2010	Change	Change %	Previous Week
Open	3.861	3.790	-0.071	-1.8%	4.068
High	3.877	3.878	0.001	0.0%	4.142
Low	3.727	3.708	-0.019	-0.5%	3.697
Close	3.816	3.762	-0.054	-1.4%	3.705
Range	0.150	0.170	0.020	13.3%	0.445
ATR	0.154	0.155	0.001	0.7%	0.000
Volume	86,600	120,458	33,858	39.1%	338,734

Daily Pivots for day following 01-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.293	4.197	3.856
R3	4.123	4.027	3.809
R2	3.953	3.953	3.793
R1	3.857	3.857	3.778	3.820
PP	3.783	3.783	3.783	3.764
S1	3.687	3.687	3.746	3.650
S2	3.613	3.613	3.731
S3	3.443	3.517	3.715
S4	3.273	3.347	3.669

Weekly Pivots for week ending 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.183	4.889	3.950
R3	4.738	4.444	3.827
R2	4.293	4.293	3.787
R1	3.999	3.999	3.746	3.924
PP	3.848	3.848	3.848	3.810
S1	3.554	3.554	3.664	3.479
S2	3.403	3.403	3.623
S3	2.958	3.109	3.583
S4	2.513	2.664	3.460

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.958	3.693	0.265	7.0%	0.165	4.4%	26%	False	False	101,485
10	4.450	3.693	0.757	20.1%	0.155	4.1%	9%	False	False	77,356
20	4.850	3.693	1.157	30.8%	0.151	4.0%	6%	False	False	77,247
40	5.010	3.693	1.317	35.0%	0.155	4.1%	5%	False	False	57,387
60	5.345	3.693	1.652	43.9%	0.166	4.4%	4%	False	False	47,087
80	5.345	3.693	1.652	43.9%	0.170	4.5%	4%	False	False	41,354
100	5.345	3.693	1.652	43.9%	0.166	4.4%	4%	False	False	35,786
120	5.345	3.693	1.652	43.9%	0.164	4.3%	4%	False	False	31,999

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	0.036
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.601
2.618	4.323
1.618	4.153
1.000	4.048
0.618	3.983
HIGH	3.878
0.618	3.813
0.500	3.793
0.382	3.773
LOW	3.708
0.618	3.603
1.000	3.538
1.618	3.433
2.618	3.263
4.250	2.986

Fisher Pivots for day following 01-Sep-2010
Pivot	1 day	3 day
R1	3.793	3.786
PP	3.783	3.778
S1	3.772	3.770

Download as Excel Spreadsheet

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

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