NYMEX Natural Gas Future October 2011

Trading Metrics calculated at close of trading on 14-Feb-2011

Day Change Summary
	Previous	Current
	11-Feb-2011	14-Feb-2011	Change	Change %	Previous Week
Open	4.298	4.257	-0.041	-1.0%	4.546
High	4.300	4.287	-0.013	-0.3%	4.546
Low	4.257	4.214	-0.043	-1.0%	4.257
Close	4.275	4.268	-0.007	-0.2%	4.275
Range	0.043	0.073	0.030	69.8%	0.289
ATR	0.113	0.110	-0.003	-2.5%	0.000
Volume	21,287	19,103	-2,184	-10.3%	89,934

Daily Pivots for day following 14-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.475	4.445	4.308
R3	4.402	4.372	4.288
R2	4.329	4.329	4.281
R1	4.299	4.299	4.275	4.314
PP	4.256	4.256	4.256	4.264
S1	4.226	4.226	4.261	4.241
S2	4.183	4.183	4.255
S3	4.110	4.153	4.248
S4	4.037	4.080	4.228

Weekly Pivots for week ending 11-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.226	5.040	4.434
R3	4.937	4.751	4.354
R2	4.648	4.648	4.328
R1	4.462	4.462	4.301	4.411
PP	4.359	4.359	4.359	4.334
S1	4.173	4.173	4.249	4.122
S2	4.070	4.070	4.222
S3	3.781	3.884	4.196
S4	3.492	3.595	4.116

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.450	4.214	0.236	5.5%	0.089	2.1%	23%	False	True	19,082
10	4.704	4.214	0.490	11.5%	0.092	2.1%	11%	False	True	16,196

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	0.018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.597
2.618	4.478
1.618	4.405
1.000	4.360
0.618	4.332
HIGH	4.287
0.618	4.259
0.500	4.251
0.382	4.242
LOW	4.214
0.618	4.169
1.000	4.141
1.618	4.096
2.618	4.023
4.250	3.904

Fisher Pivots for day following 14-Feb-2011
Pivot	1 day	3 day
R1	4.262	4.332
PP	4.256	4.311
S1	4.251	4.289

Download as Excel Spreadsheet

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

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