NYMEX Natural Gas Future May 2011

Trading Metrics calculated at close of trading on 19-Oct-2010

Day Change Summary
	Previous	Current
	18-Oct-2010	19-Oct-2010	Change	Change %	Previous Week
Open	4.120	4.129	0.009	0.2%	4.256
High	4.150	4.157	0.007	0.2%	4.286
Low	4.115	4.105	-0.010	-0.2%	4.142
Close	4.130	4.130	0.000	0.0%	4.152
Range	0.035	0.052	0.017	48.6%	0.144
ATR	0.078	0.076	-0.002	-2.4%	0.000
Volume	3,208	3,028	-180	-5.6%	14,889

Daily Pivots for day following 19-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.287	4.260	4.159
R3	4.235	4.208	4.144
R2	4.183	4.183	4.140
R1	4.156	4.156	4.135	4.170
PP	4.131	4.131	4.131	4.137
S1	4.104	4.104	4.125	4.118
S2	4.079	4.079	4.120
S3	4.027	4.052	4.116
S4	3.975	4.000	4.101

Weekly Pivots for week ending 15-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.625	4.533	4.231
R3	4.481	4.389	4.192
R2	4.337	4.337	4.178
R1	4.245	4.245	4.165	4.219
PP	4.193	4.193	4.193	4.181
S1	4.101	4.101	4.139	4.075
S2	4.049	4.049	4.126
S3	3.905	3.957	4.112
S4	3.761	3.813	4.073

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.284	4.105	0.179	4.3%	0.063	1.5%	14%	False	True	3,239
10	4.341	4.105	0.236	5.7%	0.068	1.6%	11%	False	True	2,996
20	4.432	4.105	0.327	7.9%	0.067	1.6%	8%	False	True	2,674

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.378
2.618	4.293
1.618	4.241
1.000	4.209
0.618	4.189
HIGH	4.157
0.618	4.137
0.500	4.131
0.382	4.125
LOW	4.105
0.618	4.073
1.000	4.053
1.618	4.021
2.618	3.969
4.250	3.884

Fisher Pivots for day following 19-Oct-2010
Pivot	1 day	3 day
R1	4.131	4.161
PP	4.131	4.151
S1	4.130	4.140

Download as Excel Spreadsheet

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

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