NYMEX Natural Gas Future August 2011

Trading Metrics calculated at close of trading on 03-Dec-2010

Day Change Summary
	Previous	Current
	02-Dec-2010	03-Dec-2010	Change	Change %	Previous Week
Open	4.430	4.452	0.022	0.5%	4.539
High	4.443	4.470	0.027	0.6%	4.556
Low	4.337	4.416	0.079	1.8%	4.287
Close	4.451	4.472	0.021	0.5%	4.472
Range	0.106	0.054	-0.052	-49.1%	0.269
ATR	0.116	0.112	-0.004	-3.8%	0.000
Volume	1,576	1,789	213	13.5%	6,479

Daily Pivots for day following 03-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.615	4.597	4.502
R3	4.561	4.543	4.487
R2	4.507	4.507	4.482
R1	4.489	4.489	4.477	4.498
PP	4.453	4.453	4.453	4.457
S1	4.435	4.435	4.467	4.444
S2	4.399	4.399	4.462
S3	4.345	4.381	4.457
S4	4.291	4.327	4.442

Weekly Pivots for week ending 03-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.245	5.128	4.620
R3	4.976	4.859	4.546
R2	4.707	4.707	4.521
R1	4.590	4.590	4.497	4.514
PP	4.438	4.438	4.438	4.401
S1	4.321	4.321	4.447	4.245
S2	4.169	4.169	4.423
S3	3.900	4.052	4.398
S4	3.631	3.783	4.324

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%	69%	False	False	1,295
10	4.556	4.287	0.269	6.0%	0.104	2.3%	69%	False	False	1,515

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.020
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4.700
2.618	4.611
1.618	4.557
1.000	4.524
0.618	4.503
HIGH	4.470
0.618	4.449
0.500	4.443
0.382	4.437
LOW	4.416
0.618	4.383
1.000	4.362
1.618	4.329
2.618	4.275
4.250	4.187

Fisher Pivots for day following 03-Dec-2010
Pivot	1 day	3 day
R1	4.462	4.447
PP	4.453	4.422
S1	4.443	4.397

Download as Excel Spreadsheet

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

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