NYMEX Natural Gas Future April 2011

Trading Metrics calculated at close of trading on 03-Aug-2010

Day Change Summary
	Previous	Current
	02-Aug-2010	03-Aug-2010	Change	Change %	Previous Week
Open	5.109	4.997	-0.112	-2.2%	4.979
High	5.116	5.037	-0.079	-1.5%	5.070
Low	4.955	4.930	-0.025	-0.5%	4.931
Close	4.970	4.946	-0.024	-0.5%	5.058
Range	0.161	0.107	-0.054	-33.5%	0.139
ATR	0.000	0.095	0.095		0.000
Volume	5,749	5,270	-479	-8.3%	25,113

Daily Pivots for day following 03-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.292	5.226	5.005
R3	5.185	5.119	4.975
R2	5.078	5.078	4.966
R1	5.012	5.012	4.956	4.992
PP	4.971	4.971	4.971	4.961
S1	4.905	4.905	4.936	4.885
S2	4.864	4.864	4.926
S3	4.757	4.798	4.917
S4	4.650	4.691	4.887

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	4.930	0.186	3.8%	0.108	2.2%	9%	False	True	6,373
10	5.116	4.930	0.186	3.8%	0.091	1.8%	9%	False	True	4,486

Crabel Price Patterns
NR	True
NR4	False
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	0.023
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.492
2.618	5.317
1.618	5.210
1.000	5.144
0.618	5.103
HIGH	5.037
0.618	4.996
0.500	4.984
0.382	4.971
LOW	4.930
0.618	4.864
1.000	4.823
1.618	4.757
2.618	4.650
4.250	4.475

Fisher Pivots for day following 03-Aug-2010
Pivot	1 day	3 day
R1	4.984	5.023
PP	4.971	4.997
S1	4.959	4.972

Download as Excel Spreadsheet

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

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