NYMEX Natural Gas Future May 2011

Trading Metrics calculated at close of trading on 13-Sep-2010

Day Change Summary
	Previous	Current
	10-Sep-2010	13-Sep-2010	Change	Change %	Previous Week
Open	4.497	4.497	0.000	0.0%	4.452
High	4.519	4.530	0.011	0.2%	4.519
Low	4.470	4.462	-0.008	-0.2%	4.365
Close	4.497	4.523	0.026	0.6%	4.497
Range	0.049	0.068	0.019	38.8%	0.154
ATR	0.000	0.088	0.088		0.000
Volume	1,641	1,444	-197	-12.0%	7,560

Daily Pivots for day following 13-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.709	4.684	4.560
R3	4.641	4.616	4.542
R2	4.573	4.573	4.535
R1	4.548	4.548	4.529	4.561
PP	4.505	4.505	4.505	4.511
S1	4.480	4.480	4.517	4.493
S2	4.437	4.437	4.511
S3	4.369	4.412	4.504
S4	4.301	4.344	4.486

Weekly Pivots for week ending 10-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.922	4.864	4.582
R3	4.768	4.710	4.539
R2	4.614	4.614	4.525
R1	4.556	4.556	4.511	4.585
PP	4.460	4.460	4.460	4.475
S1	4.402	4.402	4.483	4.431
S2	4.306	4.306	4.469
S3	4.152	4.248	4.455
S4	3.998	4.094	4.412

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.530	4.365	0.165	3.6%	0.066	1.5%	96%	True	False	1,800
10	4.538	4.350	0.188	4.2%	0.084	1.9%	92%	False	False	2,268

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.020
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4.819
2.618	4.708
1.618	4.640
1.000	4.598
0.618	4.572
HIGH	4.530
0.618	4.504
0.500	4.496
0.382	4.488
LOW	4.462
0.618	4.420
1.000	4.394
1.618	4.352
2.618	4.284
4.250	4.173

Fisher Pivots for day following 13-Sep-2010
Pivot	1 day	3 day
R1	4.514	4.501
PP	4.505	4.479
S1	4.496	4.457

Download as Excel Spreadsheet

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

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