NYMEX Natural Gas Future May 2011

Trading Metrics calculated at close of trading on 15-Sep-2010

Day Change Summary
	Previous	Current
	14-Sep-2010	15-Sep-2010	Change	Change %	Previous Week
Open	4.491	4.487	-0.004	-0.1%	4.452
High	4.541	4.510	-0.031	-0.7%	4.519
Low	4.407	4.462	0.055	1.2%	4.365
Close	4.491	4.487	-0.004	-0.1%	4.497
Range	0.134	0.048	-0.086	-64.2%	0.154
ATR	0.091	0.088	-0.003	-3.4%	0.000
Volume	2,095	1,270	-825	-39.4%	7,560

Daily Pivots for day following 15-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.630	4.607	4.513
R3	4.582	4.559	4.500
R2	4.534	4.534	4.496
R1	4.511	4.511	4.491	4.511
PP	4.486	4.486	4.486	4.487
S1	4.463	4.463	4.483	4.463
S2	4.438	4.438	4.478
S3	4.390	4.415	4.474
S4	4.342	4.367	4.461

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%	0.073	1.6%	66%	False	False	1,588
10	4.541	4.365	0.176	3.9%	0.079	1.8%	69%	False	False	2,222

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	0.024
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	4.714
2.618	4.636
1.618	4.588
1.000	4.558
0.618	4.540
HIGH	4.510
0.618	4.492
0.500	4.486
0.382	4.480
LOW	4.462
0.618	4.432
1.000	4.414
1.618	4.384
2.618	4.336
4.250	4.258

Fisher Pivots for day following 15-Sep-2010
Pivot	1 day	3 day
R1	4.487	4.483
PP	4.486	4.478
S1	4.486	4.474

Download as Excel Spreadsheet

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

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