NYMEX Natural Gas Future August 2011

Trading Metrics calculated at close of trading on 06-Dec-2010

Day Change Summary
	Previous	Current
	03-Dec-2010	06-Dec-2010	Change	Change %	Previous Week
Open	4.452	4.555	0.103	2.3%	4.539
High	4.470	4.586	0.116	2.6%	4.556
Low	4.416	4.504	0.088	2.0%	4.287
Close	4.472	4.561	0.089	2.0%	4.472
Range	0.054	0.082	0.028	51.9%	0.269
ATR	0.112	0.112	0.000	0.1%	0.000
Volume	1,789	963	-826	-46.2%	6,479

Daily Pivots for day following 06-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.796	4.761	4.606
R3	4.714	4.679	4.584
R2	4.632	4.632	4.576
R1	4.597	4.597	4.569	4.615
PP	4.550	4.550	4.550	4.559
S1	4.515	4.515	4.553	4.533
S2	4.468	4.468	4.546
S3	4.386	4.433	4.538
S4	4.304	4.351	4.516

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	4.586	4.287	0.299	6.6%	0.082	1.8%	92%	True	False	1,465
10	4.586	4.287	0.299	6.6%	0.099	2.2%	92%	True	False	1,467

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	0.019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.935
2.618	4.801
1.618	4.719
1.000	4.668
0.618	4.637
HIGH	4.586
0.618	4.555
0.500	4.545
0.382	4.535
LOW	4.504
0.618	4.453
1.000	4.422
1.618	4.371
2.618	4.289
4.250	4.156

Fisher Pivots for day following 06-Dec-2010
Pivot	1 day	3 day
R1	4.556	4.528
PP	4.550	4.495
S1	4.545	4.462

Download as Excel Spreadsheet

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

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