NYMEX Natural Gas Future March 2011

Trading Metrics calculated at close of trading on 07-Jul-2010

Day Change Summary
	Previous	Current
	06-Jul-2010	07-Jul-2010	Change	Change %	Previous Week
Open	5.400	5.295	-0.105	-1.9%	5.539
High	5.458	5.399	-0.059	-1.1%	5.546
Low	5.303	5.294	-0.009	-0.2%	5.237
Close	5.332	5.295	-0.037	-0.7%	5.322
Range	0.155	0.105	-0.050	-32.3%	0.309
ATR	0.132	0.130	-0.002	-1.5%	0.000
Volume	2,910	4,234	1,324	45.5%	28,539

Daily Pivots for day following 07-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.644	5.575	5.353
R3	5.539	5.470	5.324
R2	5.434	5.434	5.314
R1	5.365	5.365	5.305	5.348
PP	5.329	5.329	5.329	5.321
S1	5.260	5.260	5.285	5.243
S2	5.224	5.224	5.276
S3	5.119	5.155	5.266
S4	5.014	5.050	5.237

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	5.458	5.237	0.221	4.2%	0.136	2.6%	26%	False	False	5,864
10	5.582	5.237	0.345	6.5%	0.115	2.2%	17%	False	False	4,848

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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	0.025
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5.845
2.618	5.674
1.618	5.569
1.000	5.504
0.618	5.464
HIGH	5.399
0.618	5.359
0.500	5.347
0.382	5.334
LOW	5.294
0.618	5.229
1.000	5.189
1.618	5.124
2.618	5.019
4.250	4.848

Fisher Pivots for day following 07-Jul-2010
Pivot	1 day	3 day
R1	5.347	5.366
PP	5.329	5.342
S1	5.312	5.319

Download as Excel Spreadsheet

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

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