NYMEX Natural Gas Future August 2011

Trading Metrics calculated at close of trading on 09-Dec-2010

Day Change Summary
	Previous	Current
	08-Dec-2010	09-Dec-2010	Change	Change %	Previous Week
Open	4.570	4.623	0.053	1.2%	4.539
High	4.667	4.679	0.012	0.3%	4.556
Low	4.507	4.522	0.015	0.3%	4.287
Close	4.663	4.542	-0.121	-2.6%	4.472
Range	0.160	0.157	-0.003	-1.9%	0.269
ATR	0.116	0.119	0.003	2.5%	0.000
Volume	2,027	3,445	1,418	70.0%	6,479

Daily Pivots for day following 09-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.052	4.954	4.628
R3	4.895	4.797	4.585
R2	4.738	4.738	4.571
R1	4.640	4.640	4.556	4.611
PP	4.581	4.581	4.581	4.566
S1	4.483	4.483	4.528	4.454
S2	4.424	4.424	4.513
S3	4.267	4.326	4.499
S4	4.110	4.169	4.456

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	4.679	4.416	0.263	5.8%	0.114	2.5%	48%	True	False	2,269
10	4.679	4.287	0.392	8.6%	0.113	2.5%	65%	True	False	1,794

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	0.029
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.346
2.618	5.090
1.618	4.933
1.000	4.836
0.618	4.776
HIGH	4.679
0.618	4.619
0.500	4.601
0.382	4.582
LOW	4.522
0.618	4.425
1.000	4.365
1.618	4.268
2.618	4.111
4.250	3.855

Fisher Pivots for day following 09-Dec-2010
Pivot	1 day	3 day
R1	4.601	4.586
PP	4.581	4.571
S1	4.562	4.557

Download as Excel Spreadsheet

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

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