NYMEX Natural Gas Future February 2011

Trading Metrics calculated at close of trading on 03-Jun-2010

Day Change Summary
	Previous	Current
	02-Jun-2010	03-Jun-2010	Change	Change %	Previous Week
Open	5.364	5.604	0.240	4.5%	5.318
High	5.475	5.605	0.130	2.4%	5.462
Low	5.351	5.428	0.077	1.4%	5.205
Close	5.471	5.604	0.133	2.4%	5.438
Range	0.124	0.177	0.053	42.7%	0.257
ATR
Volume	640	847	207	32.3%	5,595

Daily Pivots for day following 03-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.077	6.017	5.701
R3	5.900	5.840	5.653
R2	5.723	5.723	5.636
R1	5.663	5.663	5.620	5.693
PP	5.546	5.546	5.546	5.560
S1	5.486	5.486	5.588	5.516
S2	5.369	5.369	5.572
S3	5.192	5.309	5.555
S4	5.015	5.132	5.507

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	5.605	5.315	0.290	5.2%	0.135	2.4%	100%	True	False	963
10	5.605	5.205	0.400	7.1%	0.120	2.1%	100%	True	False	1,158

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.021
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	6.357
2.618	6.068
1.618	5.891
1.000	5.782
0.618	5.714
HIGH	5.605
0.618	5.537
0.500	5.517
0.382	5.496
LOW	5.428
0.618	5.319
1.000	5.251
1.618	5.142
2.618	4.965
4.250	4.676

Fisher Pivots for day following 03-Jun-2010
Pivot	1 day	3 day
R1	5.575	5.558
PP	5.546	5.512
S1	5.517	5.466

Download as Excel Spreadsheet

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

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