NYMEX Natural Gas Future January 2011

Trading Metrics calculated at close of trading on 13-May-2010

Day Change Summary
	Previous	Current
	12-May-2010	13-May-2010	Change	Change %	Previous Week
Open	5.705	5.752	0.047	0.8%	5.400
High	5.760	5.813	0.053	0.9%	5.536
Low	5.683	5.700	0.017	0.3%	5.390
Close	5.762	5.737	-0.025	-0.4%	5.525
Range	0.077	0.113	0.036	46.8%	0.146
ATR
Volume	11,950	9,755	-2,195	-18.4%	41,083

Daily Pivots for day following 13-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.089	6.026	5.799
R3	5.976	5.913	5.768
R2	5.863	5.863	5.758
R1	5.800	5.800	5.747	5.775
PP	5.750	5.750	5.750	5.738
S1	5.687	5.687	5.727	5.662
S2	5.637	5.637	5.716
S3	5.524	5.574	5.706
S4	5.411	5.461	5.675

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	5.813	5.411	0.402	7.0%	0.104	1.8%	81%	True	False	11,202
10	5.813	5.359	0.454	7.9%	0.098	1.7%	83%	True	False	9,986

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	0.023
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6.293
2.618	6.109
1.618	5.996
1.000	5.926
0.618	5.883
HIGH	5.813
0.618	5.770
0.500	5.757
0.382	5.743
LOW	5.700
0.618	5.630
1.000	5.587
1.618	5.517
2.618	5.404
4.250	5.220

Fisher Pivots for day following 13-May-2010
Pivot	1 day	3 day
R1	5.757	5.733
PP	5.750	5.730
S1	5.744	5.726

Download as Excel Spreadsheet

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

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