NYMEX Natural Gas Future November 2010

Trading Metrics calculated at close of trading on 05-Aug-2010

Day Change Summary
	Previous	Current
	04-Aug-2010	05-Aug-2010	Change	Change %	Previous Week
Open	4.876	4.795	-0.081	-1.7%	4.831
High	4.920	4.965	0.045	0.9%	5.081
Low	4.830	4.755	-0.075	-1.6%	4.780
Close	4.909	4.795	-0.114	-2.3%	5.072
Range	0.090	0.210	0.120	133.3%	0.301
ATR	0.143	0.148	0.005	3.3%	0.000
Volume	33,644	28,664	-4,980	-14.8%	102,037

Daily Pivots for day following 05-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.468	5.342	4.911
R3	5.258	5.132	4.853
R2	5.048	5.048	4.834
R1	4.922	4.922	4.814	4.900
PP	4.838	4.838	4.838	4.828
S1	4.712	4.712	4.776	4.690
S2	4.628	4.628	4.757
S3	4.418	4.502	4.737
S4	4.208	4.292	4.680

Weekly Pivots for week ending 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.881	5.777	5.238
R3	5.580	5.476	5.155
R2	5.279	5.279	5.127
R1	5.175	5.175	5.100	5.227
PP	4.978	4.978	4.978	5.004
S1	4.874	4.874	5.044	4.926
S2	4.677	4.677	5.017
S3	4.376	4.573	4.989
S4	4.075	4.272	4.906

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.150	4.755	0.395	8.2%	0.166	3.5%	10%	False	True	28,729
10	5.150	4.755	0.395	8.2%	0.142	3.0%	10%	False	True	22,889
20	5.150	4.641	0.509	10.6%	0.134	2.8%	30%	False	False	19,799
40	5.534	4.641	0.893	18.6%	0.146	3.1%	17%	False	False	15,085
60	5.534	4.641	0.893	18.6%	0.147	3.1%	17%	False	False	12,368
80	5.534	4.641	0.893	18.6%	0.142	3.0%	17%	False	False	10,075
100	5.534	4.641	0.893	18.6%	0.140	2.9%	17%	False	False	8,562
120	6.170	4.641	1.529	31.9%	0.134	2.8%	10%	False	False	7,407

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 3 trading days

Fibonacci Retracements and Extensions
4.250	5.858
2.618	5.515
1.618	5.305
1.000	5.175
0.618	5.095
HIGH	4.965
0.618	4.885
0.500	4.860
0.382	4.835
LOW	4.755
0.618	4.625
1.000	4.545
1.618	4.415
2.618	4.205
4.250	3.863

Fisher Pivots for day following 05-Aug-2010
Pivot	1 day	3 day
R1	4.860	4.879
PP	4.838	4.851
S1	4.817	4.823

Download as Excel Spreadsheet

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

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