NYMEX Natural Gas Future June 2011

Trading Metrics calculated at close of trading on 29-Sep-2010

Day Change Summary
	Previous	Current
	28-Sep-2010	29-Sep-2010	Change	Change %	Previous Week
Open	4.320	4.353	0.033	0.8%	4.470
High	4.382	4.362	-0.020	-0.5%	4.474
Low	4.317	4.294	-0.023	-0.5%	4.350
Close	4.347	4.345	-0.002	0.0%	4.390
Range	0.065	0.068	0.003	4.6%	0.124
ATR
Volume	1,992	925	-1,067	-53.6%	6,194

Daily Pivots for day following 29-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.538	4.509	4.382
R3	4.470	4.441	4.364
R2	4.402	4.402	4.357
R1	4.373	4.373	4.351	4.354
PP	4.334	4.334	4.334	4.324
S1	4.305	4.305	4.339	4.286
S2	4.266	4.266	4.333
S3	4.198	4.237	4.326
S4	4.130	4.169	4.308

Weekly Pivots for week ending 24-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.777	4.707	4.458
R3	4.653	4.583	4.424
R2	4.529	4.529	4.413
R1	4.459	4.459	4.401	4.432
PP	4.405	4.405	4.405	4.391
S1	4.335	4.335	4.379	4.308
S2	4.281	4.281	4.367
S3	4.157	4.211	4.356
S4	4.033	4.087	4.322

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.474	4.294	0.180	4.1%	0.069	1.6%	28%	False	True	1,150
10	4.584	4.294	0.290	6.7%	0.092	2.1%	18%	False	True	1,328

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.017
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.651
2.618	4.540
1.618	4.472
1.000	4.430
0.618	4.404
HIGH	4.362
0.618	4.336
0.500	4.328
0.382	4.320
LOW	4.294
0.618	4.252
1.000	4.226
1.618	4.184
2.618	4.116
4.250	4.005

Fisher Pivots for day following 29-Sep-2010
Pivot	1 day	3 day
R1	4.339	4.343
PP	4.334	4.340
S1	4.328	4.338

Download as Excel Spreadsheet

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

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