NYMEX Natural Gas Future January 2011

Trading Metrics calculated at close of trading on 11-May-2010

Day Change Summary
	Previous	Current
	10-May-2010	11-May-2010	Change	Change %	Previous Week
Open	5.564	5.651	0.087	1.6%	5.400
High	5.691	5.705	0.014	0.2%	5.536
Low	5.552	5.639	0.087	1.6%	5.390
Close	5.658	5.659	0.001	0.0%	5.525
Range	0.139	0.066	-0.073	-52.5%	0.146
ATR
Volume	11,089	11,815	726	6.5%	41,083

Daily Pivots for day following 11-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.866	5.828	5.695
R3	5.800	5.762	5.677
R2	5.734	5.734	5.671
R1	5.696	5.696	5.665	5.715
PP	5.668	5.668	5.668	5.677
S1	5.630	5.630	5.653	5.649
S2	5.602	5.602	5.647
S3	5.536	5.564	5.641
S4	5.470	5.498	5.623

Weekly Pivots for week ending 07-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.922	5.869	5.605
R3	5.776	5.723	5.565
R2	5.630	5.630	5.552
R1	5.577	5.577	5.538	5.604
PP	5.484	5.484	5.484	5.497
S1	5.431	5.431	5.512	5.458
S2	5.338	5.338	5.498
S3	5.192	5.285	5.485
S4	5.046	5.139	5.445

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.705	5.411	0.294	5.2%	0.100	1.8%	84%	True	False	9,986
10	5.775	5.359	0.416	7.4%	0.121	2.1%	72%	False	False	9,215

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0.020
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	5.986
2.618	5.878
1.618	5.812
1.000	5.771
0.618	5.746
HIGH	5.705
0.618	5.680
0.500	5.672
0.382	5.664
LOW	5.639
0.618	5.598
1.000	5.573
1.618	5.532
2.618	5.466
4.250	5.359

Fisher Pivots for day following 11-May-2010
Pivot	1 day	3 day
R1	5.672	5.625
PP	5.668	5.592
S1	5.663	5.558

Download as Excel Spreadsheet

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

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