NYMEX Natural Gas Future November 2010

Trading Metrics calculated at close of trading on 22-Feb-2010

Day Change Summary
	Previous	Current
	19-Feb-2010	22-Feb-2010	Change	Change %	Previous Week
Open	5.810	5.680	-0.130	-2.2%	5.998
High	5.810	5.680	-0.130	-2.2%	6.170
Low	5.695	5.550	-0.145	-2.5%	5.695
Close	5.716	5.610	-0.106	-1.9%	5.716
Range	0.115	0.130	0.015	13.0%	0.475
ATR	0.144	0.146	0.002	1.1%	0.000
Volume	1,496	1,601	105	7.0%	5,261

Daily Pivots for day following 22-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.003	5.937	5.682
R3	5.873	5.807	5.646
R2	5.743	5.743	5.634
R1	5.677	5.677	5.622	5.645
PP	5.613	5.613	5.613	5.598
S1	5.547	5.547	5.598	5.515
S2	5.483	5.483	5.586
S3	5.353	5.417	5.574
S4	5.223	5.287	5.539

Weekly Pivots for week ending 19-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	7.285	6.976	5.977
R3	6.810	6.501	5.847
R2	6.335	6.335	5.803
R1	6.026	6.026	5.760	5.943
PP	5.860	5.860	5.860	5.819
S1	5.551	5.551	5.672	5.468
S2	5.385	5.385	5.629
S3	4.910	5.076	5.585
S4	4.435	4.601	5.455

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6.170	5.550	0.620	11.1%	0.130	2.3%	10%	False	True	1,372
10	6.280	5.550	0.730	13.0%	0.131	2.3%	8%	False	True	1,252

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	0.017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.233
2.618	6.020
1.618	5.890
1.000	5.810
0.618	5.760
HIGH	5.680
0.618	5.630
0.500	5.615
0.382	5.600
LOW	5.550
0.618	5.470
1.000	5.420
1.618	5.340
2.618	5.210
4.250	4.998

Fisher Pivots for day following 22-Feb-2010
Pivot	1 day	3 day
R1	5.615	5.770
PP	5.613	5.716
S1	5.612	5.663

Download as Excel Spreadsheet

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

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