NYMEX Natural Gas Future April 2011

Trading Metrics calculated at close of trading on 29-Jul-2010

Day Change Summary
	Previous	Current
	28-Jul-2010	29-Jul-2010	Change	Change %	Previous Week
Open	4.998	4.950	-0.048	-1.0%	4.945
High	5.048	5.007	-0.041	-0.8%	5.062
Low	4.940	4.945	0.005	0.1%	4.887
Close	4.969	4.988	0.019	0.4%	4.996
Range	0.108	0.062	-0.046	-42.6%	0.175
ATR
Volume	2,199	12,267	10,068	457.8%	13,942

Daily Pivots for day following 29-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.166	5.139	5.022
R3	5.104	5.077	5.005
R2	5.042	5.042	4.999
R1	5.015	5.015	4.994	5.029
PP	4.980	4.980	4.980	4.987
S1	4.953	4.953	4.982	4.967
S2	4.918	4.918	4.977
S3	4.856	4.891	4.971
S4	4.794	4.829	4.954

Weekly Pivots for week ending 23-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.507	5.426	5.092
R3	5.332	5.251	5.044
R2	5.157	5.157	5.028
R1	5.076	5.076	5.012	5.117
PP	4.982	4.982	4.982	5.002
S1	4.901	4.901	4.980	4.942
S2	4.807	4.807	4.964
S3	4.632	4.726	4.948
S4	4.457	4.551	4.900

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.048	4.931	0.117	2.3%	0.077	1.5%	49%	False	False	4,332
10	5.062	4.887	0.175	3.5%	0.078	1.6%	58%	False	False	3,856

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.025
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	5.271
2.618	5.169
1.618	5.107
1.000	5.069
0.618	5.045
HIGH	5.007
0.618	4.983
0.500	4.976
0.382	4.969
LOW	4.945
0.618	4.907
1.000	4.883
1.618	4.845
2.618	4.783
4.250	4.682

Fisher Pivots for day following 29-Jul-2010
Pivot	1 day	3 day
R1	4.984	4.994
PP	4.980	4.992
S1	4.976	4.990

Download as Excel Spreadsheet

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

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