NYMEX Natural Gas Future April 2011

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

Day Change Summary
	Previous	Current
	30-Jul-2010	02-Aug-2010	Change	Change %	Previous Week
Open	4.980	5.109	0.129	2.6%	4.979
High	5.070	5.116	0.046	0.9%	5.070
Low	4.970	4.955	-0.015	-0.3%	4.931
Close	5.058	4.970	-0.088	-1.7%	5.058
Range	0.100	0.161	0.061	61.0%	0.139
ATR
Volume	6,384	5,749	-635	-9.9%	25,113

Daily Pivots for day following 02-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.497	5.394	5.059
R3	5.336	5.233	5.014
R2	5.175	5.175	5.000
R1	5.072	5.072	4.985	5.043
PP	5.014	5.014	5.014	4.999
S1	4.911	4.911	4.955	4.882
S2	4.853	4.853	4.940
S3	4.692	4.750	4.926
S4	4.531	4.589	4.881

Weekly Pivots for week ending 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.437	5.386	5.134
R3	5.298	5.247	5.096
R2	5.159	5.159	5.083
R1	5.108	5.108	5.071	5.134
PP	5.020	5.020	5.020	5.032
S1	4.969	4.969	5.045	4.995
S2	4.881	4.881	5.033
S3	4.742	4.830	5.020
S4	4.603	4.691	4.982

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.116	4.940	0.176	3.5%	0.100	2.0%	17%	True	False	5,638
10	5.116	4.887	0.229	4.6%	0.090	1.8%	36%	True	False	4,171

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.023
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	5.800
2.618	5.537
1.618	5.376
1.000	5.277
0.618	5.215
HIGH	5.116
0.618	5.054
0.500	5.036
0.382	5.017
LOW	4.955
0.618	4.856
1.000	4.794
1.618	4.695
2.618	4.534
4.250	4.271

Fisher Pivots for day following 02-Aug-2010
Pivot	1 day	3 day
R1	5.036	5.031
PP	5.014	5.010
S1	4.992	4.990

Download as Excel Spreadsheet

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

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