NYMEX Natural Gas Future March 2011

Trading Metrics calculated at close of trading on 13-Jul-2010

Day Change Summary
	Previous	Current
	12-Jul-2010	13-Jul-2010	Change	Change %	Previous Week
Open	5.194	5.134	-0.060	-1.2%	5.400
High	5.248	5.238	-0.010	-0.2%	5.458
Low	5.194	5.139	-0.055	-1.1%	5.153
Close	5.217	5.134	-0.083	-1.6%	5.238
Range	0.054	0.099	0.045	83.3%	0.305
ATR	0.123	0.121	-0.002	-1.4%	0.000
Volume	3,292	4,847	1,555	47.2%	16,212

Daily Pivots for day following 13-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.467	5.400	5.188
R3	5.368	5.301	5.161
R2	5.269	5.269	5.152
R1	5.202	5.202	5.143	5.184
PP	5.170	5.170	5.170	5.161
S1	5.103	5.103	5.125	5.085
S2	5.071	5.071	5.116
S3	4.972	5.004	5.107
S4	4.873	4.905	5.080

Weekly Pivots for week ending 09-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.198	6.023	5.406
R3	5.893	5.718	5.322
R2	5.588	5.588	5.294
R1	5.413	5.413	5.266	5.348
PP	5.283	5.283	5.283	5.251
S1	5.108	5.108	5.210	5.043
S2	4.978	4.978	5.182
S3	4.673	4.803	5.154
S4	4.368	4.498	5.070

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.399	5.139	0.260	5.1%	0.099	1.9%	-2%	False	True	4,288
10	5.458	5.139	0.319	6.2%	0.119	2.3%	-2%	False	True	5,033

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.016
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5.659
2.618	5.497
1.618	5.398
1.000	5.337
0.618	5.299
HIGH	5.238
0.618	5.200
0.500	5.189
0.382	5.177
LOW	5.139
0.618	5.078
1.000	5.040
1.618	4.979
2.618	4.880
4.250	4.718

Fisher Pivots for day following 13-Jul-2010
Pivot	1 day	3 day
R1	5.189	5.201
PP	5.170	5.178
S1	5.152	5.156

Download as Excel Spreadsheet

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

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