NYMEX Natural Gas Future January 2011

Trading Metrics calculated at close of trading on 06-Dec-2010

Day Change Summary
	Previous	Current
	03-Dec-2010	06-Dec-2010	Change	Change %	Previous Week
Open	4.341	4.385	0.044	1.0%	4.398
High	4.391	4.540	0.149	3.4%	4.487
Low	4.280	4.385	0.105	2.5%	4.126
Close	4.349	4.506	0.157	3.6%	4.349
Range	0.111	0.155	0.044	39.6%	0.361
ATR	0.164	0.166	0.002	1.2%	0.000
Volume	84,301	141,286	56,985	67.6%	544,325

Daily Pivots for day following 06-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.942	4.879	4.591
R3	4.787	4.724	4.549
R2	4.632	4.632	4.534
R1	4.569	4.569	4.520	4.601
PP	4.477	4.477	4.477	4.493
S1	4.414	4.414	4.492	4.446
S2	4.322	4.322	4.478
S3	4.167	4.259	4.463
S4	4.012	4.104	4.421

Weekly Pivots for week ending 03-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.404	5.237	4.548
R3	5.043	4.876	4.448
R2	4.682	4.682	4.415
R1	4.515	4.515	4.382	4.418
PP	4.321	4.321	4.321	4.272
S1	4.154	4.154	4.316	4.057
S2	3.960	3.960	4.283
S3	3.599	3.793	4.250
S4	3.238	3.432	4.150

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.540	4.126	0.414	9.2%	0.147	3.3%	92%	True	False	111,892
10	4.540	4.126	0.414	9.2%	0.169	3.8%	92%	True	False	108,353
20	4.540	3.853	0.687	15.2%	0.175	3.9%	95%	True	False	95,248
40	4.540	3.853	0.687	15.2%	0.152	3.4%	95%	True	False	70,737
60	4.681	3.853	0.828	18.4%	0.141	3.1%	79%	False	False	55,973
80	5.010	3.853	1.157	25.7%	0.132	2.9%	56%	False	False	46,408
100	5.468	3.853	1.615	35.8%	0.129	2.9%	40%	False	False	40,530
120	5.949	3.853	2.096	46.5%	0.131	2.9%	31%	False	False	35,960

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	0.044
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.199
2.618	4.946
1.618	4.791
1.000	4.695
0.618	4.636
HIGH	4.540
0.618	4.481
0.500	4.463
0.382	4.444
LOW	4.385
0.618	4.289
1.000	4.230
1.618	4.134
2.618	3.979
4.250	3.726

Fisher Pivots for day following 06-Dec-2010
Pivot	1 day	3 day
R1	4.492	4.460
PP	4.477	4.414
S1	4.463	4.369

Download as Excel Spreadsheet

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

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