NYMEX Natural Gas Future March 2011

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

Day Change Summary
	Previous	Current
	07-Jul-2010	08-Jul-2010	Change	Change %	Previous Week
Open	5.295	5.295	0.000	0.0%	5.539
High	5.399	5.317	-0.082	-1.5%	5.546
Low	5.294	5.153	-0.141	-2.7%	5.237
Close	5.295	5.214	-0.081	-1.5%	5.322
Range	0.105	0.164	0.059	56.2%	0.309
ATR	0.130	0.133	0.002	1.9%	0.000
Volume	4,234	4,116	-118	-2.8%	28,539

Daily Pivots for day following 08-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.720	5.631	5.304
R3	5.556	5.467	5.259
R2	5.392	5.392	5.244
R1	5.303	5.303	5.229	5.266
PP	5.228	5.228	5.228	5.209
S1	5.139	5.139	5.199	5.102
S2	5.064	5.064	5.184
S3	4.900	4.975	5.169
S4	4.736	4.811	5.124

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	5.153	0.305	5.8%	0.155	3.0%	20%	False	True	5,527
10	5.582	5.153	0.429	8.2%	0.124	2.4%	14%	False	True	4,641

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.024
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	6.014
2.618	5.746
1.618	5.582
1.000	5.481
0.618	5.418
HIGH	5.317
0.618	5.254
0.500	5.235
0.382	5.216
LOW	5.153
0.618	5.052
1.000	4.989
1.618	4.888
2.618	4.724
4.250	4.456

Fisher Pivots for day following 08-Jul-2010
Pivot	1 day	3 day
R1	5.235	5.306
PP	5.228	5.275
S1	5.221	5.245

Download as Excel Spreadsheet

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

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