NYMEX Natural Gas Future June 2011

Trading Metrics calculated at close of trading on 07-Oct-2010

Day Change Summary
	Previous	Current
	06-Oct-2010	07-Oct-2010	Change	Change %	Previous Week
Open	4.350	4.402	0.052	1.2%	4.301
High	4.402	4.414	0.012	0.3%	4.382
Low	4.330	4.269	-0.061	-1.4%	4.256
Close	4.400	4.282	-0.118	-2.7%	4.299
Range	0.072	0.145	0.073	101.4%	0.126
ATR	0.089	0.093	0.004	4.5%	0.000
Volume	1,400	1,675	275	19.6%	6,087

Daily Pivots for day following 07-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.757	4.664	4.362
R3	4.612	4.519	4.322
R2	4.467	4.467	4.309
R1	4.374	4.374	4.295	4.348
PP	4.322	4.322	4.322	4.309
S1	4.229	4.229	4.269	4.203
S2	4.177	4.177	4.255
S3	4.032	4.084	4.242
S4	3.887	3.939	4.202

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	4.414	4.231	0.183	4.3%	0.079	1.8%	28%	True	False	1,443
10	4.469	4.231	0.238	5.6%	0.077	1.8%	21%	False	False	1,272

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.011
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	5.030
2.618	4.794
1.618	4.649
1.000	4.559
0.618	4.504
HIGH	4.414
0.618	4.359
0.500	4.342
0.382	4.324
LOW	4.269
0.618	4.179
1.000	4.124
1.618	4.034
2.618	3.889
4.250	3.653

Fisher Pivots for day following 07-Oct-2010
Pivot	1 day	3 day
R1	4.342	4.342
PP	4.322	4.322
S1	4.302	4.302

Download as Excel Spreadsheet

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

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