NYMEX Natural Gas Future October 2011

Trading Metrics calculated at close of trading on 15-Feb-2011

Day Change Summary
	Previous	Current
	14-Feb-2011	15-Feb-2011	Change	Change %	Previous Week
Open	4.257	4.234	-0.023	-0.5%	4.546
High	4.287	4.313	0.026	0.6%	4.546
Low	4.214	4.224	0.010	0.2%	4.257
Close	4.268	4.299	0.031	0.7%	4.275
Range	0.073	0.089	0.016	21.9%	0.289
ATR	0.110	0.109	-0.002	-1.4%	0.000
Volume	19,103	12,406	-6,697	-35.1%	89,934

Daily Pivots for day following 15-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.546	4.511	4.348
R3	4.457	4.422	4.323
R2	4.368	4.368	4.315
R1	4.333	4.333	4.307	4.351
PP	4.279	4.279	4.279	4.287
S1	4.244	4.244	4.291	4.262
S2	4.190	4.190	4.283
S3	4.101	4.155	4.275
S4	4.012	4.066	4.250

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%	0.092	2.1%	36%	False	False	17,234
10	4.704	4.214	0.490	11.4%	0.095	2.2%	17%	False	False	16,119

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	0.019
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.691
2.618	4.546
1.618	4.457
1.000	4.402
0.618	4.368
HIGH	4.313
0.618	4.279
0.500	4.269
0.382	4.258
LOW	4.224
0.618	4.169
1.000	4.135
1.618	4.080
2.618	3.991
4.250	3.846

Fisher Pivots for day following 15-Feb-2011
Pivot	1 day	3 day
R1	4.289	4.287
PP	4.279	4.275
S1	4.269	4.264

Download as Excel Spreadsheet

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

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