NYMEX Natural Gas Future May 2011

Trading Metrics calculated at close of trading on 30-Sep-2010

Day Change Summary
	Previous	Current
	29-Sep-2010	30-Sep-2010	Change	Change %	Previous Week
Open	4.277	4.315	0.038	0.9%	4.420
High	4.297	4.315	0.018	0.4%	4.432
Low	4.233	4.195	-0.038	-0.9%	4.299
Close	4.288	4.255	-0.033	-0.8%	4.340
Range	0.064	0.120	0.056	87.5%	0.133
ATR	0.091	0.093	0.002	2.3%	0.000
Volume	1,165	1,802	637	54.7%	11,719

Daily Pivots for day following 30-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.615	4.555	4.321
R3	4.495	4.435	4.288
R2	4.375	4.375	4.277
R1	4.315	4.315	4.266	4.285
PP	4.255	4.255	4.255	4.240
S1	4.195	4.195	4.244	4.165
S2	4.135	4.135	4.233
S3	4.015	4.075	4.222
S4	3.895	3.955	4.189

Weekly Pivots for week ending 24-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.756	4.681	4.413
R3	4.623	4.548	4.377
R2	4.490	4.490	4.364
R1	4.415	4.415	4.352	4.386
PP	4.357	4.357	4.357	4.343
S1	4.282	4.282	4.328	4.253
S2	4.224	4.224	4.316
S3	4.091	4.149	4.303
S4	3.958	4.016	4.267

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.401	4.195	0.206	4.8%	0.077	1.8%	29%	False	True	1,744
10	4.490	4.195	0.295	6.9%	0.080	1.9%	20%	False	True	2,166
20	4.541	4.195	0.346	8.1%	0.084	2.0%	17%	False	True	2,133

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	0.009
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	4.825
2.618	4.629
1.618	4.509
1.000	4.435
0.618	4.389
HIGH	4.315
0.618	4.269
0.500	4.255
0.382	4.241
LOW	4.195
0.618	4.121
1.000	4.075
1.618	4.001
2.618	3.881
4.250	3.685

Fisher Pivots for day following 30-Sep-2010
Pivot	1 day	3 day
R1	4.255	4.263
PP	4.255	4.260
S1	4.255	4.258

Download as Excel Spreadsheet

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

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