NYMEX Natural Gas Future June 2011

Trading Metrics calculated at close of trading on 06-Oct-2010

Day Change Summary
	Previous	Current
	05-Oct-2010	06-Oct-2010	Change	Change %	Previous Week
Open	4.311	4.350	0.039	0.9%	4.301
High	4.341	4.402	0.061	1.4%	4.382
Low	4.288	4.330	0.042	1.0%	4.256
Close	4.330	4.400	0.070	1.6%	4.299
Range	0.053	0.072	0.019	35.8%	0.126
ATR	0.091	0.089	-0.001	-1.5%	0.000
Volume	1,216	1,400	184	15.1%	6,087

Daily Pivots for day following 06-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.593	4.569	4.440
R3	4.521	4.497	4.420
R2	4.449	4.449	4.413
R1	4.425	4.425	4.407	4.437
PP	4.377	4.377	4.377	4.384
S1	4.353	4.353	4.393	4.365
S2	4.305	4.305	4.387
S3	4.233	4.281	4.380
S4	4.161	4.209	4.360

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	4.402	4.231	0.171	3.9%	0.070	1.6%	99%	True	False	1,293
10	4.474	4.231	0.243	5.5%	0.070	1.6%	70%	False	False	1,221

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	0.010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.708
2.618	4.590
1.618	4.518
1.000	4.474
0.618	4.446
HIGH	4.402
0.618	4.374
0.500	4.366
0.382	4.358
LOW	4.330
0.618	4.286
1.000	4.258
1.618	4.214
2.618	4.142
4.250	4.024

Fisher Pivots for day following 06-Oct-2010
Pivot	1 day	3 day
R1	4.389	4.372
PP	4.377	4.344
S1	4.366	4.317

Download as Excel Spreadsheet

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

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