NYMEX Natural Gas Future August 2011

Trading Metrics calculated at close of trading on 07-Dec-2010

Day Change Summary
	Previous	Current
	06-Dec-2010	07-Dec-2010	Change	Change %	Previous Week
Open	4.555	4.582	0.027	0.6%	4.539
High	4.586	4.609	0.023	0.5%	4.556
Low	4.504	4.492	-0.012	-0.3%	4.287
Close	4.561	4.509	-0.052	-1.1%	4.472
Range	0.082	0.117	0.035	42.7%	0.269
ATR	0.112	0.113	0.000	0.3%	0.000
Volume	963	3,123	2,160	224.3%	6,479

Daily Pivots for day following 07-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.888	4.815	4.573
R3	4.771	4.698	4.541
R2	4.654	4.654	4.530
R1	4.581	4.581	4.520	4.559
PP	4.537	4.537	4.537	4.526
S1	4.464	4.464	4.498	4.442
S2	4.420	4.420	4.488
S3	4.303	4.347	4.477
S4	4.186	4.230	4.445

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	4.609	4.324	0.285	6.3%	0.088	2.0%	65%	True	False	1,742
10	4.609	4.287	0.322	7.1%	0.100	2.2%	69%	True	False	1,647

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.018
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	5.106
2.618	4.915
1.618	4.798
1.000	4.726
0.618	4.681
HIGH	4.609
0.618	4.564
0.500	4.551
0.382	4.537
LOW	4.492
0.618	4.420
1.000	4.375
1.618	4.303
2.618	4.186
4.250	3.995

Fisher Pivots for day following 07-Dec-2010
Pivot	1 day	3 day
R1	4.551	4.513
PP	4.537	4.511
S1	4.523	4.510

Download as Excel Spreadsheet

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

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