NYMEX Natural Gas Future March 2011

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

Day Change Summary
	Previous	Current
	01-Jul-2010	02-Jul-2010	Change	Change %	Previous Week
Open	5.247	5.322	0.075	1.4%	5.539
High	5.455	5.412	-0.043	-0.8%	5.546
Low	5.243	5.273	0.030	0.6%	5.237
Close	5.415	5.322	-0.093	-1.7%	5.322
Range	0.212	0.139	-0.073	-34.4%	0.309
ATR	0.000	0.130	0.130		0.000
Volume	9,126	7,250	-1,876	-20.6%	28,539

Daily Pivots for day following 02-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.753	5.676	5.398
R3	5.614	5.537	5.360
R2	5.475	5.475	5.347
R1	5.398	5.398	5.335	5.392
PP	5.336	5.336	5.336	5.332
S1	5.259	5.259	5.309	5.253
S2	5.197	5.197	5.297
S3	5.058	5.120	5.284
S4	4.919	4.981	5.246

Weekly Pivots for week ending 02-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.295	6.118	5.492
R3	5.986	5.809	5.407
R2	5.677	5.677	5.379
R1	5.500	5.500	5.350	5.434
PP	5.368	5.368	5.368	5.336
S1	5.191	5.191	5.294	5.125
S2	5.059	5.059	5.265
S3	4.750	4.882	5.237
S4	4.441	4.573	5.152

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.546	5.237	0.309	5.8%	0.129	2.4%	28%	False	False	5,707
10	5.709	5.237	0.472	8.9%	0.124	2.3%	18%	False	False	5,770

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	0.027
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.003
2.618	5.776
1.618	5.637
1.000	5.551
0.618	5.498
HIGH	5.412
0.618	5.359
0.500	5.343
0.382	5.326
LOW	5.273
0.618	5.187
1.000	5.134
1.618	5.048
2.618	4.909
4.250	4.682

Fisher Pivots for day following 02-Jul-2010
Pivot	1 day	3 day
R1	5.343	5.346
PP	5.336	5.338
S1	5.329	5.330

Download as Excel Spreadsheet

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

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