NYMEX Natural Gas Future May 2011

Trading Metrics calculated at close of trading on 14-Sep-2010

Day Change Summary
	Previous	Current
	13-Sep-2010	14-Sep-2010	Change	Change %	Previous Week
Open	4.497	4.491	-0.006	-0.1%	4.452
High	4.530	4.541	0.011	0.2%	4.519
Low	4.462	4.407	-0.055	-1.2%	4.365
Close	4.523	4.491	-0.032	-0.7%	4.497
Range	0.068	0.134	0.066	97.1%	0.154
ATR	0.088	0.091	0.003	3.8%	0.000
Volume	1,444	2,095	651	45.1%	7,560

Daily Pivots for day following 14-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.882	4.820	4.565
R3	4.748	4.686	4.528
R2	4.614	4.614	4.516
R1	4.552	4.552	4.503	4.558
PP	4.480	4.480	4.480	4.483
S1	4.418	4.418	4.479	4.424
S2	4.346	4.346	4.466
S3	4.212	4.284	4.454
S4	4.078	4.150	4.417

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	4.541	4.383	0.158	3.5%	0.075	1.7%	68%	True	False	1,763
10	4.541	4.365	0.176	3.9%	0.082	1.8%	72%	True	False	2,285

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.023
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	5.111
2.618	4.892
1.618	4.758
1.000	4.675
0.618	4.624
HIGH	4.541
0.618	4.490
0.500	4.474
0.382	4.458
LOW	4.407
0.618	4.324
1.000	4.273
1.618	4.190
2.618	4.056
4.250	3.838

Fisher Pivots for day following 14-Sep-2010
Pivot	1 day	3 day
R1	4.485	4.485
PP	4.480	4.480
S1	4.474	4.474

Download as Excel Spreadsheet

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

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