NYMEX Natural Gas Future May 2011

Trading Metrics calculated at close of trading on 09-Sep-2010

Day Change Summary
	Previous	Current
	08-Sep-2010	09-Sep-2010	Change	Change %	Previous Week
Open	4.417	4.430	0.013	0.3%	4.482
High	4.444	4.450	0.006	0.1%	4.538
Low	4.388	4.383	-0.005	-0.1%	4.350
Close	4.438	4.430	-0.008	-0.2%	4.511
Range	0.056	0.067	0.011	19.6%	0.188
ATR
Volume	2,145	1,492	-653	-30.4%	13,676

Daily Pivots for day following 09-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.622	4.593	4.467
R3	4.555	4.526	4.448
R2	4.488	4.488	4.442
R1	4.459	4.459	4.436	4.464
PP	4.421	4.421	4.421	4.423
S1	4.392	4.392	4.424	4.397
S2	4.354	4.354	4.418
S3	4.287	4.325	4.412
S4	4.220	4.258	4.393

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	4.514	4.365	0.149	3.4%	0.079	1.8%	44%	False	False	2,677
10	4.538	4.350	0.188	4.2%	0.088	2.0%	43%	False	False	2,570

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.735
2.618	4.625
1.618	4.558
1.000	4.517
0.618	4.491
HIGH	4.450
0.618	4.424
0.500	4.417
0.382	4.409
LOW	4.383
0.618	4.342
1.000	4.316
1.618	4.275
2.618	4.208
4.250	4.098

Fisher Pivots for day following 09-Sep-2010
Pivot	1 day	3 day
R1	4.426	4.424
PP	4.421	4.417
S1	4.417	4.411

Download as Excel Spreadsheet

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

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