NYMEX Natural Gas Future December 2010

Trading Metrics calculated at close of trading on 09-Aug-2010

Day Change Summary
	Previous	Current
	06-Aug-2010	09-Aug-2010	Change	Change %	Previous Week
Open	5.070	5.003	-0.067	-1.3%	5.330
High	5.074	5.050	-0.024	-0.5%	5.336
Low	4.960	4.859	-0.101	-2.0%	4.960
Close	5.001	4.889	-0.112	-2.2%	5.001
Range	0.114	0.191	0.077	67.5%	0.376
ATR	0.131	0.136	0.004	3.2%	0.000
Volume	24,445	25,609	1,164	4.8%	97,432

Daily Pivots for day following 09-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.506	5.388	4.994
R3	5.315	5.197	4.942
R2	5.124	5.124	4.924
R1	5.006	5.006	4.907	4.970
PP	4.933	4.933	4.933	4.914
S1	4.815	4.815	4.871	4.779
S2	4.742	4.742	4.854
S3	4.551	4.624	4.836
S4	4.360	4.433	4.784

Weekly Pivots for week ending 06-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.227	5.990	5.208
R3	5.851	5.614	5.104
R2	5.475	5.475	5.070
R1	5.238	5.238	5.035	5.169
PP	5.099	5.099	5.099	5.064
S1	4.862	4.862	4.967	4.793
S2	4.723	4.723	4.932
S3	4.347	4.486	4.898
S4	3.971	4.110	4.794

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.229	4.859	0.370	7.6%	0.150	3.1%	8%	False	True	22,237
10	5.336	4.859	0.477	9.8%	0.139	2.8%	6%	False	True	18,354
20	5.336	4.859	0.477	9.8%	0.126	2.6%	6%	False	True	13,984
40	5.762	4.859	0.903	18.5%	0.136	2.8%	3%	False	True	10,840
60	5.762	4.859	0.903	18.5%	0.137	2.8%	3%	False	True	9,573
80	5.762	4.859	0.903	18.5%	0.134	2.7%	3%	False	True	8,154
100	5.762	4.859	0.903	18.5%	0.136	2.8%	3%	False	True	7,240
120	6.311	4.859	1.452	29.7%	0.130	2.7%	2%	False	True	6,419

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.031
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.862
2.618	5.550
1.618	5.359
1.000	5.241
0.618	5.168
HIGH	5.050
0.618	4.977
0.500	4.955
0.382	4.932
LOW	4.859
0.618	4.741
1.000	4.668
1.618	4.550
2.618	4.359
4.250	4.047

Fisher Pivots for day following 09-Aug-2010
Pivot	1 day	3 day
R1	4.955	5.044
PP	4.933	4.992
S1	4.911	4.941

Download as Excel Spreadsheet

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

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