NYMEX Natural Gas Future July 2011

Trading Metrics calculated at close of trading on 22-Dec-2010

Day Change Summary
	Previous	Current
	21-Dec-2010	22-Dec-2010	Change	Change %	Previous Week
Open	4.375	4.271	-0.104	-2.4%	4.595
High	4.388	4.346	-0.042	-1.0%	4.598
Low	4.266	4.197	-0.069	-1.6%	4.147
Close	4.268	4.347	0.079	1.9%	4.258
Range	0.122	0.149	0.027	22.1%	0.451
ATR	0.131	0.132	0.001	1.0%	0.000
Volume	3,173	3,833	660	20.8%	14,130

Daily Pivots for day following 22-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.744	4.694	4.429
R3	4.595	4.545	4.388
R2	4.446	4.446	4.374
R1	4.396	4.396	4.361	4.421
PP	4.297	4.297	4.297	4.309
S1	4.247	4.247	4.333	4.272
S2	4.148	4.148	4.320
S3	3.999	4.098	4.306
S4	3.850	3.949	4.265

Weekly Pivots for week ending 17-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.687	5.424	4.506
R3	5.236	4.973	4.382
R2	4.785	4.785	4.341
R1	4.522	4.522	4.299	4.428
PP	4.334	4.334	4.334	4.288
S1	4.071	4.071	4.217	3.977
S2	3.883	3.883	4.175
S3	3.432	3.620	4.134
S4	2.981	3.169	4.010

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.421	4.147	0.274	6.3%	0.147	3.4%	73%	False	False	3,535
10	4.657	4.147	0.510	11.7%	0.133	3.1%	39%	False	False	3,448
20	4.657	4.147	0.510	11.7%	0.125	2.9%	39%	False	False	2,745
40	4.657	4.043	0.614	14.1%	0.124	2.9%	50%	False	False	2,180

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	0.024
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.979
2.618	4.736
1.618	4.587
1.000	4.495
0.618	4.438
HIGH	4.346
0.618	4.289
0.500	4.272
0.382	4.254
LOW	4.197
0.618	4.105
1.000	4.048
1.618	3.956
2.618	3.807
4.250	3.564

Fisher Pivots for day following 22-Dec-2010
Pivot	1 day	3 day
R1	4.322	4.334
PP	4.297	4.322
S1	4.272	4.309

Download as Excel Spreadsheet

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

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