NYMEX Natural Gas Future February 2011

Trading Metrics calculated at close of trading on 08-Jun-2010

Day Change Summary
	Previous	Current
	07-Jun-2010	08-Jun-2010	Change	Change %	Previous Week
Open	5.645	5.762	0.117	2.1%	5.463
High	5.744	5.762	0.018	0.3%	5.704
Low	5.603	5.612	0.009	0.2%	5.326
Close	5.736	5.655	-0.081	-1.4%	5.618
Range	0.141	0.150	0.009	6.4%	0.378
ATR	0.133	0.134	0.001	0.9%	0.000
Volume	4,115	1,763	-2,352	-57.2%	3,961

Daily Pivots for day following 08-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.126	6.041	5.738
R3	5.976	5.891	5.696
R2	5.826	5.826	5.683
R1	5.741	5.741	5.669	5.709
PP	5.676	5.676	5.676	5.660
S1	5.591	5.591	5.641	5.559
S2	5.526	5.526	5.628
S3	5.376	5.441	5.614
S4	5.226	5.291	5.573

Weekly Pivots for week ending 04-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.683	6.529	5.826
R3	6.305	6.151	5.722
R2	5.927	5.927	5.687
R1	5.773	5.773	5.653	5.850
PP	5.549	5.549	5.549	5.588
S1	5.395	5.395	5.583	5.472
S2	5.171	5.171	5.549
S3	4.793	5.017	5.514
S4	4.415	4.639	5.410

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.762	5.351	0.411	7.3%	0.151	2.7%	74%	True	False	1,841
10	5.762	5.205	0.557	9.8%	0.135	2.4%	81%	True	False	1,435

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	0.019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.400
2.618	6.155
1.618	6.005
1.000	5.912
0.618	5.855
HIGH	5.762
0.618	5.705
0.500	5.687
0.382	5.669
LOW	5.612
0.618	5.519
1.000	5.462
1.618	5.369
2.618	5.219
4.250	4.975

Fisher Pivots for day following 08-Jun-2010
Pivot	1 day	3 day
R1	5.687	5.654
PP	5.676	5.653
S1	5.666	5.652

Download as Excel Spreadsheet

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

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