NYMEX Natural Gas Future August 2011

Trading Metrics calculated at close of trading on 02-Dec-2010

Day Change Summary
	Previous	Current
	01-Dec-2010	02-Dec-2010	Change	Change %	Previous Week
Open	4.397	4.430	0.033	0.8%	4.440
High	4.405	4.443	0.038	0.9%	4.554
Low	4.324	4.337	0.013	0.3%	4.400
Close	4.383	4.451	0.068	1.6%	4.498
Range	0.081	0.106	0.025	30.9%	0.154
ATR	0.117	0.116	-0.001	-0.7%	0.000
Volume	1,260	1,576	316	25.1%	7,229

Daily Pivots for day following 02-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.728	4.696	4.509
R3	4.622	4.590	4.480
R2	4.516	4.516	4.470
R1	4.484	4.484	4.461	4.500
PP	4.410	4.410	4.410	4.419
S1	4.378	4.378	4.441	4.394
S2	4.304	4.304	4.432
S3	4.198	4.272	4.422
S4	4.092	4.166	4.393

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	6.0%	0.112	2.5%	61%	False	False	1,319
10	4.556	4.227	0.329	7.4%	0.110	2.5%	68%	False	False	1,558

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 3 trading days

Fibonacci Retracements and Extensions
4.250	4.894
2.618	4.721
1.618	4.615
1.000	4.549
0.618	4.509
HIGH	4.443
0.618	4.403
0.500	4.390
0.382	4.377
LOW	4.337
0.618	4.271
1.000	4.231
1.618	4.165
2.618	4.059
4.250	3.887

Fisher Pivots for day following 02-Dec-2010
Pivot	1 day	3 day
R1	4.431	4.422
PP	4.410	4.394
S1	4.390	4.365

Download as Excel Spreadsheet

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

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