NYMEX Natural Gas Future September 2011

Trading Metrics calculated at close of trading on 29-Dec-2010

Day Change Summary
	Previous	Current
	28-Dec-2010	29-Dec-2010	Change	Change %	Previous Week
Open	4.384	4.466	0.082	1.9%	4.300
High	4.496	4.494	-0.002	0.0%	4.473
Low	4.352	4.416	0.064	1.5%	4.250
Close	4.466	4.484	0.018	0.4%	4.368
Range	0.144	0.078	-0.066	-45.8%	0.223
ATR	0.128	0.124	-0.004	-2.8%	0.000
Volume	544	1,659	1,115	205.0%	6,564

Daily Pivots for day following 29-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.699	4.669	4.527
R3	4.621	4.591	4.505
R2	4.543	4.543	4.498
R1	4.513	4.513	4.491	4.528
PP	4.465	4.465	4.465	4.472
S1	4.435	4.435	4.477	4.450
S2	4.387	4.387	4.470
S3	4.309	4.357	4.463
S4	4.231	4.279	4.441

Weekly Pivots for week ending 24-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.033	4.923	4.491
R3	4.810	4.700	4.429
R2	4.587	4.587	4.409
R1	4.477	4.477	4.388	4.532
PP	4.364	4.364	4.364	4.391
S1	4.254	4.254	4.348	4.309
S2	4.141	4.141	4.327
S3	3.918	4.031	4.307
S4	3.695	3.808	4.245

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.496	4.250	0.246	5.5%	0.104	2.3%	95%	False	False	1,136
10	4.496	4.209	0.287	6.4%	0.114	2.5%	96%	False	False	1,569

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.027
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.826
2.618	4.698
1.618	4.620
1.000	4.572
0.618	4.542
HIGH	4.494
0.618	4.464
0.500	4.455
0.382	4.446
LOW	4.416
0.618	4.368
1.000	4.338
1.618	4.290
2.618	4.212
4.250	4.085

Fisher Pivots for day following 29-Dec-2010
Pivot	1 day	3 day
R1	4.474	4.454
PP	4.465	4.423
S1	4.455	4.393

Download as Excel Spreadsheet

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

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