NYMEX Natural Gas Future June 2011

Trading Metrics calculated at close of trading on 04-Oct-2010

Day Change Summary
	Previous	Current
	01-Oct-2010	04-Oct-2010	Change	Change %	Previous Week
Open	4.301	4.285	-0.016	-0.4%	4.301
High	4.313	4.313	0.000	0.0%	4.382
Low	4.269	4.231	-0.038	-0.9%	4.256
Close	4.299	4.309	0.010	0.2%	4.299
Range	0.044	0.082	0.038	86.4%	0.126
ATR	0.094	0.094	-0.001	-0.9%	0.000
Volume	1,335	1,592	257	19.3%	6,087

Daily Pivots for day following 04-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.530	4.502	4.354
R3	4.448	4.420	4.332
R2	4.366	4.366	4.324
R1	4.338	4.338	4.317	4.352
PP	4.284	4.284	4.284	4.292
S1	4.256	4.256	4.301	4.270
S2	4.202	4.202	4.294
S3	4.120	4.174	4.286
S4	4.038	4.092	4.264

Weekly Pivots for week ending 01-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.690	4.621	4.368
R3	4.564	4.495	4.334
R2	4.438	4.438	4.322
R1	4.369	4.369	4.311	4.341
PP	4.312	4.312	4.312	4.298
S1	4.243	4.243	4.287	4.215
S2	4.186	4.186	4.276
S3	4.060	4.117	4.264
S4	3.934	3.991	4.230

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.382	4.231	0.151	3.5%	0.072	1.7%	52%	False	True	1,353
10	4.474	4.231	0.243	5.6%	0.075	1.7%	32%	False	True	1,257

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	0.012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.662
2.618	4.528
1.618	4.446
1.000	4.395
0.618	4.364
HIGH	4.313
0.618	4.282
0.500	4.272
0.382	4.262
LOW	4.231
0.618	4.180
1.000	4.149
1.618	4.098
2.618	4.016
4.250	3.883

Fisher Pivots for day following 04-Oct-2010
Pivot	1 day	3 day
R1	4.297	4.304
PP	4.284	4.299
S1	4.272	4.294

Download as Excel Spreadsheet

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

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