NYMEX Natural Gas Future March 2011

Trading Metrics calculated at close of trading on 01-Jul-2010

Day Change Summary
	Previous	Current
	30-Jun-2010	01-Jul-2010	Change	Change %	Previous Week
Open	5.284	5.247	-0.037	-0.7%	5.665
High	5.305	5.455	0.150	2.8%	5.709
Low	5.237	5.243	0.006	0.1%	5.384
Close	5.299	5.415	0.116	2.2%	5.576
Range	0.068	0.212	0.144	211.8%	0.325
ATR
Volume	5,804	9,126	3,322	57.2%	29,167

Daily Pivots for day following 01-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.007	5.923	5.532
R3	5.795	5.711	5.473
R2	5.583	5.583	5.454
R1	5.499	5.499	5.434	5.541
PP	5.371	5.371	5.371	5.392
S1	5.287	5.287	5.396	5.329
S2	5.159	5.159	5.376
S3	4.947	5.075	5.357
S4	4.735	4.863	5.298

Weekly Pivots for week ending 25-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.531	6.379	5.755
R3	6.206	6.054	5.665
R2	5.881	5.881	5.636
R1	5.729	5.729	5.606	5.643
PP	5.556	5.556	5.556	5.513
S1	5.404	5.404	5.546	5.318
S2	5.231	5.231	5.516
S3	4.906	5.079	5.487
S4	4.581	4.754	5.397

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.582	5.237	0.345	6.4%	0.117	2.2%	52%	False	False	4,831
10	5.709	5.237	0.472	8.7%	0.121	2.2%	38%	False	False	5,880

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	0.022
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	6.356
2.618	6.010
1.618	5.798
1.000	5.667
0.618	5.586
HIGH	5.455
0.618	5.374
0.500	5.349
0.382	5.324
LOW	5.243
0.618	5.112
1.000	5.031
1.618	4.900
2.618	4.688
4.250	4.342

Fisher Pivots for day following 01-Jul-2010
Pivot	1 day	3 day
R1	5.393	5.392
PP	5.371	5.369
S1	5.349	5.346

Download as Excel Spreadsheet

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

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