NYMEX Natural Gas Future September 2011

Trading Metrics calculated at close of trading on 30-Dec-2010

Day Change Summary
	Previous	Current
	29-Dec-2010	30-Dec-2010	Change	Change %	Previous Week
Open	4.466	4.522	0.056	1.3%	4.300
High	4.494	4.544	0.050	1.1%	4.473
Low	4.416	4.435	0.019	0.4%	4.250
Close	4.484	4.522	0.038	0.8%	4.368
Range	0.078	0.109	0.031	39.7%	0.223
ATR	0.124	0.123	-0.001	-0.9%	0.000
Volume	1,659	816	-843	-50.8%	6,564

Daily Pivots for day following 30-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.827	4.784	4.582
R3	4.718	4.675	4.552
R2	4.609	4.609	4.542
R1	4.566	4.566	4.532	4.577
PP	4.500	4.500	4.500	4.506
S1	4.457	4.457	4.512	4.468
S2	4.391	4.391	4.502
S3	4.282	4.348	4.492
S4	4.173	4.239	4.462

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	4.544	4.290	0.254	5.6%	0.096	2.1%	91%	True	False	1,037
10	4.544	4.209	0.335	7.4%	0.119	2.6%	93%	True	False	1,565

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	0.027
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.007
2.618	4.829
1.618	4.720
1.000	4.653
0.618	4.611
HIGH	4.544
0.618	4.502
0.500	4.490
0.382	4.477
LOW	4.435
0.618	4.368
1.000	4.326
1.618	4.259
2.618	4.150
4.250	3.972

Fisher Pivots for day following 30-Dec-2010
Pivot	1 day	3 day
R1	4.511	4.497
PP	4.500	4.473
S1	4.490	4.448

Download as Excel Spreadsheet

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

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