NYMEX Natural Gas Future February 2011

Trading Metrics calculated at close of trading on 02-Jun-2010

Day Change Summary
	Previous	Current
	01-Jun-2010	02-Jun-2010	Change	Change %	Previous Week
Open	5.463	5.364	-0.099	-1.8%	5.318
High	5.501	5.475	-0.026	-0.5%	5.462
Low	5.326	5.351	0.025	0.5%	5.205
Close	5.335	5.471	0.136	2.5%	5.438
Range	0.175	0.124	-0.051	-29.1%	0.257
ATR
Volume	632	640	8	1.3%	5,595

Daily Pivots for day following 02-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.804	5.762	5.539
R3	5.680	5.638	5.505
R2	5.556	5.556	5.494
R1	5.514	5.514	5.482	5.535
PP	5.432	5.432	5.432	5.443
S1	5.390	5.390	5.460	5.411
S2	5.308	5.308	5.448
S3	5.184	5.266	5.437
S4	5.060	5.142	5.403

Weekly Pivots for week ending 28-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.139	6.046	5.579
R3	5.882	5.789	5.509
R2	5.625	5.625	5.485
R1	5.532	5.532	5.462	5.579
PP	5.368	5.368	5.368	5.392
S1	5.275	5.275	5.414	5.322
S2	5.111	5.111	5.391
S3	4.854	5.018	5.367
S4	4.597	4.761	5.297

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.501	5.315	0.186	3.4%	0.123	2.2%	84%	False	False	933
10	5.521	5.205	0.316	5.8%	0.116	2.1%	84%	False	False	1,193

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.002
2.618	5.800
1.618	5.676
1.000	5.599
0.618	5.552
HIGH	5.475
0.618	5.428
0.500	5.413
0.382	5.398
LOW	5.351
0.618	5.274
1.000	5.227
1.618	5.150
2.618	5.026
4.250	4.824

Fisher Pivots for day following 02-Jun-2010
Pivot	1 day	3 day
R1	5.452	5.452
PP	5.432	5.433
S1	5.413	5.414

Download as Excel Spreadsheet

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

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