NYMEX Natural Gas Future September 2011

Trading Metrics calculated at close of trading on 31-Dec-2010

Day Change Summary
	Previous	Current
	30-Dec-2010	31-Dec-2010	Change	Change %	Previous Week
Open	4.522	4.536	0.014	0.3%	4.319
High	4.544	4.608	0.064	1.4%	4.608
Low	4.435	4.514	0.079	1.8%	4.290
Close	4.522	4.590	0.068	1.5%	4.590
Range	0.109	0.094	-0.015	-13.8%	0.318
ATR	0.123	0.121	-0.002	-1.7%	0.000
Volume	816	956	140	17.2%	5,066

Daily Pivots for day following 31-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.853	4.815	4.642
R3	4.759	4.721	4.616
R2	4.665	4.665	4.607
R1	4.627	4.627	4.599	4.646
PP	4.571	4.571	4.571	4.580
S1	4.533	4.533	4.581	4.552
S2	4.477	4.477	4.573
S3	4.383	4.439	4.564
S4	4.289	4.345	4.538

Weekly Pivots for week ending 31-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.450	5.338	4.765
R3	5.132	5.020	4.677
R2	4.814	4.814	4.648
R1	4.702	4.702	4.619	4.758
PP	4.496	4.496	4.496	4.524
S1	4.384	4.384	4.561	4.440
S2	4.178	4.178	4.532
S3	3.860	4.066	4.503
S4	3.542	3.748	4.415

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.608	4.290	0.318	6.9%	0.102	2.2%	94%	True	False	1,013
10	4.608	4.209	0.399	8.7%	0.117	2.6%	95%	True	False	1,515

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	0.028
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.008
2.618	4.854
1.618	4.760
1.000	4.702
0.618	4.666
HIGH	4.608
0.618	4.572
0.500	4.561
0.382	4.550
LOW	4.514
0.618	4.456
1.000	4.420
1.618	4.362
2.618	4.268
4.250	4.115

Fisher Pivots for day following 31-Dec-2010
Pivot	1 day	3 day
R1	4.580	4.564
PP	4.571	4.538
S1	4.561	4.512

Download as Excel Spreadsheet

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

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