NYMEX Natural Gas Future October 2010

Trading Metrics calculated at close of trading on 11-Feb-2010

Day Change Summary
	Previous	Current
	10-Feb-2010	11-Feb-2010	Change	Change %	Previous Week
Open	5.703	5.805	0.102	1.8%	5.795
High	5.747	5.805	0.058	1.0%	5.924
Low	5.652	5.703	0.051	0.9%	5.622
Close	5.703	5.795	0.092	1.6%	5.871
Range	0.095	0.102	0.007	7.4%	0.302
ATR
Volume	8,437	10,311	1,874	22.2%	39,833

Daily Pivots for day following 11-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.074	6.036	5.851
R3	5.972	5.934	5.823
R2	5.870	5.870	5.814
R1	5.832	5.832	5.804	5.800
PP	5.768	5.768	5.768	5.752
S1	5.730	5.730	5.786	5.698
S2	5.666	5.666	5.776
S3	5.564	5.628	5.767
S4	5.462	5.526	5.739

Weekly Pivots for week ending 05-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.712	6.593	6.037
R3	6.410	6.291	5.954
R2	6.108	6.108	5.926
R1	5.989	5.989	5.899	6.049
PP	5.806	5.806	5.806	5.835
S1	5.687	5.687	5.843	5.747
S2	5.504	5.504	5.816
S3	5.202	5.385	5.788
S4	4.900	5.083	5.705

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6.000	5.652	0.348	6.0%	0.151	2.6%	41%	False	False	9,900
10	6.000	5.512	0.488	8.4%	0.148	2.5%	58%	False	False	8,774

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	0.032
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.239
2.618	6.072
1.618	5.970
1.000	5.907
0.618	5.868
HIGH	5.805
0.618	5.766
0.500	5.754
0.382	5.742
LOW	5.703
0.618	5.640
1.000	5.601
1.618	5.538
2.618	5.436
4.250	5.270

Fisher Pivots for day following 11-Feb-2010
Pivot	1 day	3 day
R1	5.781	5.776
PP	5.768	5.757
S1	5.754	5.739

Download as Excel Spreadsheet

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

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