NYMEX Natural Gas Future February 2011

Trading Metrics calculated at close of trading on 10-Jun-2010

Day Change Summary
	Previous	Current
	09-Jun-2010	10-Jun-2010	Change	Change %	Previous Week
Open	5.641	5.581	-0.060	-1.1%	5.463
High	5.677	5.692	0.015	0.3%	5.704
Low	5.590	5.565	-0.025	-0.4%	5.326
Close	5.612	5.581	-0.031	-0.6%	5.618
Range	0.087	0.127	0.040	46.0%	0.378
ATR	0.131	0.131	0.000	-0.2%	0.000
Volume	2,254	2,901	647	28.7%	3,961

Daily Pivots for day following 10-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.994	5.914	5.651
R3	5.867	5.787	5.616
R2	5.740	5.740	5.604
R1	5.660	5.660	5.593	5.645
PP	5.613	5.613	5.613	5.605
S1	5.533	5.533	5.569	5.518
S2	5.486	5.486	5.558
S3	5.359	5.406	5.546
S4	5.232	5.279	5.511

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	5.541	0.221	4.0%	0.134	2.4%	18%	False	False	2,575
10	5.762	5.315	0.447	8.0%	0.134	2.4%	60%	False	False	1,769

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.022
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.232
2.618	6.024
1.618	5.897
1.000	5.819
0.618	5.770
HIGH	5.692
0.618	5.643
0.500	5.629
0.382	5.614
LOW	5.565
0.618	5.487
1.000	5.438
1.618	5.360
2.618	5.233
4.250	5.025

Fisher Pivots for day following 10-Jun-2010
Pivot	1 day	3 day
R1	5.629	5.664
PP	5.613	5.636
S1	5.597	5.609

Download as Excel Spreadsheet

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

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