NYMEX Natural Gas Future June 2011

Trading Metrics calculated at close of trading on 01-Dec-2010

Day Change Summary
	Previous	Current
	30-Nov-2010	01-Dec-2010	Change	Change %	Previous Week
Open	4.240	4.280	0.040	0.9%	4.349
High	4.276	4.309	0.033	0.8%	4.470
Low	4.180	4.210	0.030	0.7%	4.298
Close	4.227	4.282	0.055	1.3%	4.403
Range	0.096	0.099	0.003	3.1%	0.172
ATR	0.127	0.125	-0.002	-1.6%	0.000
Volume	3,796	3,148	-648	-17.1%	9,639

Daily Pivots for day following 01-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.564	4.522	4.336
R3	4.465	4.423	4.309
R2	4.366	4.366	4.300
R1	4.324	4.324	4.291	4.345
PP	4.267	4.267	4.267	4.278
S1	4.225	4.225	4.273	4.246
S2	4.168	4.168	4.264
S3	4.069	4.126	4.255
S4	3.970	4.027	4.228

Weekly Pivots for week ending 26-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.906	4.827	4.498
R3	4.734	4.655	4.450
R2	4.562	4.562	4.435
R1	4.483	4.483	4.419	4.523
PP	4.390	4.390	4.390	4.410
S1	4.311	4.311	4.387	4.351
S2	4.218	4.218	4.371
S3	4.046	4.139	4.356
S4	3.874	3.967	4.308

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.470	4.180	0.290	6.8%	0.135	3.2%	35%	False	False	2,456
10	4.470	4.039	0.431	10.1%	0.139	3.2%	56%	False	False	2,583
20	4.470	3.980	0.490	11.4%	0.127	3.0%	62%	False	False	2,268
40	4.470	3.942	0.528	12.3%	0.112	2.6%	64%	False	False	1,943

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	0.031
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.730
2.618	4.568
1.618	4.469
1.000	4.408
0.618	4.370
HIGH	4.309
0.618	4.271
0.500	4.260
0.382	4.248
LOW	4.210
0.618	4.149
1.000	4.111
1.618	4.050
2.618	3.951
4.250	3.789

Fisher Pivots for day following 01-Dec-2010
Pivot	1 day	3 day
R1	4.275	4.323
PP	4.267	4.309
S1	4.260	4.296

Download as Excel Spreadsheet

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

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