NYMEX Natural Gas Future July 2011

Trading Metrics calculated at close of trading on 30-Dec-2010

Day Change Summary
	Previous	Current
	29-Dec-2010	30-Dec-2010	Change	Change %	Previous Week
Open	4.375	4.450	0.075	1.7%	4.221
High	4.446	4.491	0.045	1.0%	4.421
Low	4.363	4.380	0.017	0.4%	4.197
Close	4.431	4.472	0.041	0.9%	4.317
Range	0.083	0.111	0.028	33.7%	0.224
ATR	0.124	0.123	-0.001	-0.7%	0.000
Volume	3,503	1,944	-1,559	-44.5%	13,225

Daily Pivots for day following 30-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.781	4.737	4.533
R3	4.670	4.626	4.503
R2	4.559	4.559	4.492
R1	4.515	4.515	4.482	4.537
PP	4.448	4.448	4.448	4.459
S1	4.404	4.404	4.462	4.426
S2	4.337	4.337	4.452
S3	4.226	4.293	4.441
S4	4.115	4.182	4.411

Weekly Pivots for week ending 24-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.984	4.874	4.440
R3	4.760	4.650	4.379
R2	4.536	4.536	4.358
R1	4.426	4.426	4.338	4.481
PP	4.312	4.312	4.312	4.339
S1	4.202	4.202	4.296	4.257
S2	4.088	4.088	4.276
S3	3.864	3.978	4.255
S4	3.640	3.754	4.194

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.491	4.234	0.257	5.7%	0.099	2.2%	93%	True	False	2,226
10	4.491	4.147	0.344	7.7%	0.123	2.7%	94%	True	False	2,881
20	4.657	4.147	0.510	11.4%	0.121	2.7%	64%	False	False	2,892
40	4.657	4.043	0.614	13.7%	0.118	2.6%	70%	False	False	2,236

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	0.029
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.963
2.618	4.782
1.618	4.671
1.000	4.602
0.618	4.560
HIGH	4.491
0.618	4.449
0.500	4.436
0.382	4.422
LOW	4.380
0.618	4.311
1.000	4.269
1.618	4.200
2.618	4.089
4.250	3.908

Fisher Pivots for day following 30-Dec-2010
Pivot	1 day	3 day
R1	4.460	4.445
PP	4.448	4.418
S1	4.436	4.391

Download as Excel Spreadsheet

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

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