NYMEX Natural Gas Future August 2011

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

Day Change Summary
	Previous	Current
	29-Nov-2010	30-Nov-2010	Change	Change %	Previous Week
Open	4.539	4.330	-0.209	-4.6%	4.440
High	4.556	4.374	-0.182	-4.0%	4.554
Low	4.325	4.287	-0.038	-0.9%	4.400
Close	4.361	4.334	-0.027	-0.6%	4.498
Range	0.231	0.087	-0.144	-62.3%	0.154
ATR
Volume	113	1,741	1,628	1,440.7%	7,229

Daily Pivots for day following 30-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.593	4.550	4.382
R3	4.506	4.463	4.358
R2	4.419	4.419	4.350
R1	4.376	4.376	4.342	4.398
PP	4.332	4.332	4.332	4.342
S1	4.289	4.289	4.326	4.311
S2	4.245	4.245	4.318
S3	4.158	4.202	4.310
S4	4.071	4.115	4.286

Weekly Pivots for week ending 26-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.946	4.876	4.583
R3	4.792	4.722	4.540
R2	4.638	4.638	4.526
R1	4.568	4.568	4.512	4.603
PP	4.484	4.484	4.484	4.502
S1	4.414	4.414	4.484	4.449
S2	4.330	4.330	4.470
S3	4.176	4.260	4.456
S4	4.022	4.106	4.413

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.556	4.287	0.269	6.2%	0.112	2.6%	17%	False	True	1,552
10	4.556	4.140	0.416	9.6%	0.120	2.8%	47%	False	False	1,614

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.023
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.744
2.618	4.602
1.618	4.515
1.000	4.461
0.618	4.428
HIGH	4.374
0.618	4.341
0.500	4.331
0.382	4.320
LOW	4.287
0.618	4.233
1.000	4.200
1.618	4.146
2.618	4.059
4.250	3.917

Fisher Pivots for day following 30-Nov-2010
Pivot	1 day	3 day
R1	4.333	4.422
PP	4.332	4.392
S1	4.331	4.363

Download as Excel Spreadsheet

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

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