NYMEX Natural Gas Future September 2011

Trading Metrics calculated at close of trading on 22-Dec-2010

Day Change Summary
	Previous	Current
	21-Dec-2010	22-Dec-2010	Change	Change %	Previous Week
Open	4.427	4.280	-0.147	-3.3%	4.599
High	4.443	4.400	-0.043	-1.0%	4.646
Low	4.322	4.250	-0.072	-1.7%	4.209
Close	4.323	4.399	0.076	1.8%	4.317
Range	0.121	0.150	0.029	24.0%	0.437
ATR
Volume	2,788	1,310	-1,478	-53.0%	8,390

Daily Pivots for day following 22-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.800	4.749	4.482
R3	4.650	4.599	4.440
R2	4.500	4.500	4.427
R1	4.449	4.449	4.413	4.475
PP	4.350	4.350	4.350	4.362
S1	4.299	4.299	4.385	4.325
S2	4.200	4.200	4.372
S3	4.050	4.149	4.358
S4	3.900	3.999	4.317

Weekly Pivots for week ending 17-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.702	5.446	4.557
R3	5.265	5.009	4.437
R2	4.828	4.828	4.397
R1	4.572	4.572	4.357	4.482
PP	4.391	4.391	4.391	4.345
S1	4.135	4.135	4.277	4.045
S2	3.954	3.954	4.237
S3	3.517	3.698	4.197
S4	3.080	3.261	4.077

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.473	4.209	0.264	6.0%	0.142	3.2%	72%	False	False	2,092
10	4.692	4.209	0.483	11.0%	0.126	2.9%	39%	False	False	2,058

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	0.023
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.038
2.618	4.793
1.618	4.643
1.000	4.550
0.618	4.493
HIGH	4.400
0.618	4.343
0.500	4.325
0.382	4.307
LOW	4.250
0.618	4.157
1.000	4.100
1.618	4.007
2.618	3.857
4.250	3.613

Fisher Pivots for day following 22-Dec-2010
Pivot	1 day	3 day
R1	4.374	4.387
PP	4.350	4.374
S1	4.325	4.362

Download as Excel Spreadsheet

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

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