NYMEX Natural Gas Future July 2011

Trading Metrics calculated at close of trading on 06-Jan-2011

Day Change Summary
	Previous	Current
	05-Jan-2011	06-Jan-2011	Change	Change %	Previous Week
Open	4.653	4.575	-0.078	-1.7%	4.275
High	4.657	4.649	-0.008	-0.2%	4.560
Low	4.524	4.462	-0.062	-1.4%	4.234
Close	4.540	4.513	-0.027	-0.6%	4.541
Range	0.133	0.187	0.054	40.6%	0.326
ATR	0.129	0.134	0.004	3.2%	0.000
Volume	9,371	4,444	-4,927	-52.6%	11,821

Daily Pivots for day following 06-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.102	4.995	4.616
R3	4.915	4.808	4.564
R2	4.728	4.728	4.547
R1	4.621	4.621	4.530	4.581
PP	4.541	4.541	4.541	4.522
S1	4.434	4.434	4.496	4.394
S2	4.354	4.354	4.479
S3	4.167	4.247	4.462
S4	3.980	4.060	4.410

Weekly Pivots for week ending 31-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.423	5.308	4.720
R3	5.097	4.982	4.631
R2	4.771	4.771	4.601
R1	4.656	4.656	4.571	4.714
PP	4.445	4.445	4.445	4.474
S1	4.330	4.330	4.511	4.388
S2	4.119	4.119	4.481
S3	3.793	4.004	4.451
S4	3.467	3.678	4.362

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.745	4.461	0.284	6.3%	0.127	2.8%	18%	False	False	4,824
10	4.745	4.234	0.511	11.3%	0.113	2.5%	55%	False	False	3,525
20	4.745	4.147	0.598	13.3%	0.123	2.7%	61%	False	False	3,487
40	4.745	4.043	0.702	15.6%	0.123	2.7%	67%	False	False	2,685

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.027
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	5.444
2.618	5.139
1.618	4.952
1.000	4.836
0.618	4.765
HIGH	4.649
0.618	4.578
0.500	4.556
0.382	4.533
LOW	4.462
0.618	4.346
1.000	4.275
1.618	4.159
2.618	3.972
4.250	3.667

Fisher Pivots for day following 06-Jan-2011
Pivot	1 day	3 day
R1	4.556	4.604
PP	4.541	4.573
S1	4.527	4.543

Download as Excel Spreadsheet

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

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