NYMEX Natural Gas Future April 2011

Trading Metrics calculated at close of trading on 11-Aug-2010

Day Change Summary
	Previous	Current
	10-Aug-2010	11-Aug-2010	Change	Change %	Previous Week
Open	4.779	4.722	-0.057	-1.2%	5.109
High	4.786	4.722	-0.064	-1.3%	5.116
Low	4.712	4.651	-0.061	-1.3%	4.851
Close	4.716	4.676	-0.040	-0.8%	4.879
Range	0.074	0.071	-0.003	-4.1%	0.265
ATR	0.098	0.096	-0.002	-2.0%	0.000
Volume	5,071	3,478	-1,593	-31.4%	25,953

Daily Pivots for day following 11-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.896	4.857	4.715
R3	4.825	4.786	4.696
R2	4.754	4.754	4.689
R1	4.715	4.715	4.683	4.699
PP	4.683	4.683	4.683	4.675
S1	4.644	4.644	4.669	4.628
S2	4.612	4.612	4.663
S3	4.541	4.573	4.656
S4	4.470	4.502	4.637

Weekly Pivots for week ending 06-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.744	5.576	5.025
R3	5.479	5.311	4.952
R2	5.214	5.214	4.928
R1	5.046	5.046	4.903	4.998
PP	4.949	4.949	4.949	4.924
S1	4.781	4.781	4.855	4.733
S2	4.684	4.684	4.830
S3	4.419	4.516	4.806
S4	4.154	4.251	4.733

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.034	4.651	0.383	8.2%	0.106	2.3%	7%	False	True	4,242
10	5.116	4.651	0.465	9.9%	0.102	2.2%	5%	False	True	5,621

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.018
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	5.024
2.618	4.908
1.618	4.837
1.000	4.793
0.618	4.766
HIGH	4.722
0.618	4.695
0.500	4.687
0.382	4.678
LOW	4.651
0.618	4.607
1.000	4.580
1.618	4.536
2.618	4.465
4.250	4.349

Fisher Pivots for day following 11-Aug-2010
Pivot	1 day	3 day
R1	4.687	4.786
PP	4.683	4.749
S1	4.680	4.713

Download as Excel Spreadsheet

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

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