NYMEX Natural Gas Future June 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	4.353	4.356	0.003	0.1%	4.470
High	4.362	4.356	-0.006	-0.1%	4.474
Low	4.294	4.256	-0.038	-0.9%	4.350
Close	4.345	4.316	-0.029	-0.7%	4.390
Range	0.068	0.100	0.032	47.1%	0.124
ATR
Volume	925	923	-2	-0.2%	6,194

Daily Pivots for day following 30-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.609	4.563	4.371
R3	4.509	4.463	4.344
R2	4.409	4.409	4.334
R1	4.363	4.363	4.325	4.336
PP	4.309	4.309	4.309	4.296
S1	4.263	4.263	4.307	4.236
S2	4.209	4.209	4.298
S3	4.109	4.163	4.289
S4	4.009	4.063	4.261

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	4.469	4.256	0.213	4.9%	0.074	1.7%	28%	False	True	1,100
10	4.541	4.256	0.285	6.6%	0.083	1.9%	21%	False	True	1,325

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.012
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	4.781
2.618	4.618
1.618	4.518
1.000	4.456
0.618	4.418
HIGH	4.356
0.618	4.318
0.500	4.306
0.382	4.294
LOW	4.256
0.618	4.194
1.000	4.156
1.618	4.094
2.618	3.994
4.250	3.831

Fisher Pivots for day following 30-Sep-2010
Pivot	1 day	3 day
R1	4.313	4.319
PP	4.309	4.318
S1	4.306	4.317

Download as Excel Spreadsheet

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

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