NYMEX Natural Gas Future September 2011

Trading Metrics calculated at close of trading on 05-Jan-2011

Day Change Summary
	Previous	Current
	04-Jan-2011	05-Jan-2011	Change	Change %	Previous Week
Open	4.775	4.702	-0.073	-1.5%	4.319
High	4.785	4.702	-0.083	-1.7%	4.608
Low	4.666	4.568	-0.098	-2.1%	4.290
Close	4.755	4.583	-0.172	-3.6%	4.590
Range	0.119	0.134	0.015	12.6%	0.318
ATR	0.124	0.128	0.005	3.6%	0.000
Volume	1,630	2,855	1,225	75.2%	5,066

Daily Pivots for day following 05-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.020	4.935	4.657
R3	4.886	4.801	4.620
R2	4.752	4.752	4.608
R1	4.667	4.667	4.595	4.643
PP	4.618	4.618	4.618	4.605
S1	4.533	4.533	4.571	4.509
S2	4.484	4.484	4.558
S3	4.350	4.399	4.546
S4	4.216	4.265	4.509

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	4.435	0.350	7.6%	0.108	2.4%	42%	False	False	1,579
10	4.785	4.250	0.535	11.7%	0.106	2.3%	62%	False	False	1,357

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.022
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	5.272
2.618	5.053
1.618	4.919
1.000	4.836
0.618	4.785
HIGH	4.702
0.618	4.651
0.500	4.635
0.382	4.619
LOW	4.568
0.618	4.485
1.000	4.434
1.618	4.351
2.618	4.217
4.250	3.999

Fisher Pivots for day following 05-Jan-2011
Pivot	1 day	3 day
R1	4.635	4.677
PP	4.618	4.645
S1	4.600	4.614

Download as Excel Spreadsheet

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

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