NYMEX Natural Gas Future May 2011

Trading Metrics calculated at close of trading on 08-Sep-2010

Day Change Summary
	Previous	Current
	07-Sep-2010	08-Sep-2010	Change	Change %	Previous Week
Open	4.452	4.417	-0.035	-0.8%	4.482
High	4.456	4.444	-0.012	-0.3%	4.538
Low	4.365	4.388	0.023	0.5%	4.350
Close	4.452	4.438	-0.014	-0.3%	4.511
Range	0.091	0.056	-0.035	-38.5%	0.188
ATR
Volume	2,282	2,145	-137	-6.0%	13,676

Daily Pivots for day following 08-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.591	4.571	4.469
R3	4.535	4.515	4.453
R2	4.479	4.479	4.448
R1	4.459	4.459	4.443	4.469
PP	4.423	4.423	4.423	4.429
S1	4.403	4.403	4.433	4.413
S2	4.367	4.367	4.428
S3	4.311	4.347	4.423
S4	4.255	4.291	4.407

Weekly Pivots for week ending 03-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.030	4.959	4.614
R3	4.842	4.771	4.563
R2	4.654	4.654	4.545
R1	4.583	4.583	4.528	4.619
PP	4.466	4.466	4.466	4.484
S1	4.395	4.395	4.494	4.431
S2	4.278	4.278	4.477
S3	4.090	4.207	4.459
S4	3.902	4.019	4.408

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.535	4.365	0.170	3.8%	0.084	1.9%	43%	False	False	2,857
10	4.538	4.350	0.188	4.2%	0.089	2.0%	47%	False	False	2,552

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	0.015
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	4.682
2.618	4.591
1.618	4.535
1.000	4.500
0.618	4.479
HIGH	4.444
0.618	4.423
0.500	4.416
0.382	4.409
LOW	4.388
0.618	4.353
1.000	4.332
1.618	4.297
2.618	4.241
4.250	4.150

Fisher Pivots for day following 08-Sep-2010
Pivot	1 day	3 day
R1	4.431	4.440
PP	4.423	4.439
S1	4.416	4.439

Download as Excel Spreadsheet

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

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