NYMEX Natural Gas Future September 2011

Trading Metrics calculated at close of trading on 04-Jan-2011

Day Change Summary
	Previous	Current
	03-Jan-2011	04-Jan-2011	Change	Change %	Previous Week
Open	4.686	4.775	0.089	1.9%	4.319
High	4.755	4.785	0.030	0.6%	4.608
Low	4.670	4.666	-0.004	-0.1%	4.290
Close	4.743	4.755	0.012	0.3%	4.590
Range	0.085	0.119	0.034	40.0%	0.318
ATR	0.124	0.124	0.000	-0.3%	0.000
Volume	1,639	1,630	-9	-0.5%	5,066

Daily Pivots for day following 04-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.092	5.043	4.820
R3	4.973	4.924	4.788
R2	4.854	4.854	4.777
R1	4.805	4.805	4.766	4.770
PP	4.735	4.735	4.735	4.718
S1	4.686	4.686	4.744	4.651
S2	4.616	4.616	4.733
S3	4.497	4.567	4.722
S4	4.378	4.448	4.690

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	4.785	4.416	0.369	7.8%	0.097	2.0%	92%	True	False	1,340
10	4.785	4.250	0.535	11.3%	0.105	2.2%	94%	True	False	1,351

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.023
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	5.291
2.618	5.097
1.618	4.978
1.000	4.904
0.618	4.859
HIGH	4.785
0.618	4.740
0.500	4.726
0.382	4.711
LOW	4.666
0.618	4.592
1.000	4.547
1.618	4.473
2.618	4.354
4.250	4.160

Fisher Pivots for day following 04-Jan-2011
Pivot	1 day	3 day
R1	4.745	4.720
PP	4.735	4.685
S1	4.726	4.650

Download as Excel Spreadsheet

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

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