NYMEX Natural Gas Future December 2010

Trading Metrics calculated at close of trading on 16-Aug-2010

Day Change Summary
	Previous	Current
	13-Aug-2010	16-Aug-2010	Change	Change %	Previous Week
Open	4.831	4.896	0.065	1.3%	5.003
High	4.879	4.896	0.017	0.3%	5.050
Low	4.830	4.715	-0.115	-2.4%	4.738
Close	4.869	4.725	-0.144	-3.0%	4.869
Range	0.049	0.181	0.132	269.4%	0.312
ATR	0.121	0.125	0.004	3.6%	0.000
Volume	24,760	12,188	-12,572	-50.8%	121,634

Daily Pivots for day following 16-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.322	5.204	4.825
R3	5.141	5.023	4.775
R2	4.960	4.960	4.758
R1	4.842	4.842	4.742	4.811
PP	4.779	4.779	4.779	4.763
S1	4.661	4.661	4.708	4.630
S2	4.598	4.598	4.692
S3	4.417	4.480	4.675
S4	4.236	4.299	4.625

Weekly Pivots for week ending 13-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.822	5.657	5.041
R3	5.510	5.345	4.955
R2	5.198	5.198	4.926
R1	5.033	5.033	4.898	4.960
PP	4.886	4.886	4.886	4.849
S1	4.721	4.721	4.840	4.648
S2	4.574	4.574	4.812
S3	4.262	4.409	4.783
S4	3.950	4.097	4.697

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.896	4.715	0.181	3.8%	0.099	2.1%	6%	True	True	21,642
10	5.229	4.715	0.514	10.9%	0.125	2.6%	2%	False	True	21,939
20	5.336	4.715	0.621	13.1%	0.120	2.5%	2%	False	True	16,811
40	5.732	4.715	1.017	21.5%	0.132	2.8%	1%	False	True	12,684
60	5.762	4.715	1.047	22.2%	0.134	2.8%	1%	False	True	10,697
80	5.762	4.715	1.047	22.2%	0.133	2.8%	1%	False	True	9,331
100	5.762	4.715	1.047	22.2%	0.136	2.9%	1%	False	True	8,175
120	5.953	4.715	1.238	26.2%	0.130	2.7%	1%	False	True	7,210

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.020
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	5.665
2.618	5.370
1.618	5.189
1.000	5.077
0.618	5.008
HIGH	4.896
0.618	4.827
0.500	4.806
0.382	4.784
LOW	4.715
0.618	4.603
1.000	4.534
1.618	4.422
2.618	4.241
4.250	3.946

Fisher Pivots for day following 16-Aug-2010
Pivot	1 day	3 day
R1	4.806	4.806
PP	4.779	4.779
S1	4.752	4.752

Download as Excel Spreadsheet

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

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