NYMEX Natural Gas Future August 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	4.330	4.397	0.067	1.5%	4.440
High	4.374	4.405	0.031	0.7%	4.554
Low	4.287	4.324	0.037	0.9%	4.400
Close	4.334	4.383	0.049	1.1%	4.498
Range	0.087	0.081	-0.006	-6.9%	0.154
ATR	0.000	0.117	0.117		0.000
Volume	1,741	1,260	-481	-27.6%	7,229

Daily Pivots for day following 01-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.614	4.579	4.428
R3	4.533	4.498	4.405
R2	4.452	4.452	4.398
R1	4.417	4.417	4.390	4.394
PP	4.371	4.371	4.371	4.359
S1	4.336	4.336	4.376	4.313
S2	4.290	4.290	4.368
S3	4.209	4.255	4.361
S4	4.128	4.174	4.338

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	6.1%	0.113	2.6%	36%	False	False	1,464
10	4.556	4.140	0.416	9.5%	0.119	2.7%	58%	False	False	1,556

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 3 trading days

Fibonacci Retracements and Extensions
4.250	4.749
2.618	4.617
1.618	4.536
1.000	4.486
0.618	4.455
HIGH	4.405
0.618	4.374
0.500	4.365
0.382	4.355
LOW	4.324
0.618	4.274
1.000	4.243
1.618	4.193
2.618	4.112
4.250	3.980

Fisher Pivots for day following 01-Dec-2010
Pivot	1 day	3 day
R1	4.377	4.422
PP	4.371	4.409
S1	4.365	4.396

Download as Excel Spreadsheet

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

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