NYMEX Natural Gas Future February 2011

Trading Metrics calculated at close of trading on 15-Jun-2010

Day Change Summary
	Previous	Current
	14-Jun-2010	15-Jun-2010	Change	Change %	Previous Week
Open	5.714	5.745	0.031	0.5%	5.645
High	5.759	5.861	0.102	1.8%	5.762
Low	5.650	5.745	0.095	1.7%	5.565
Close	5.742	5.859	0.117	2.0%	5.634
Range	0.109	0.116	0.007	6.4%	0.197
ATR	0.127	0.126	-0.001	-0.4%	0.000
Volume	877	2,313	1,436	163.7%	13,675

Daily Pivots for day following 15-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.170	6.130	5.923
R3	6.054	6.014	5.891
R2	5.938	5.938	5.880
R1	5.898	5.898	5.870	5.918
PP	5.822	5.822	5.822	5.832
S1	5.782	5.782	5.848	5.802
S2	5.706	5.706	5.838
S3	5.590	5.666	5.827
S4	5.474	5.550	5.795

Weekly Pivots for week ending 11-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.245	6.136	5.742
R3	6.048	5.939	5.688
R2	5.851	5.851	5.670
R1	5.742	5.742	5.652	5.698
PP	5.654	5.654	5.654	5.632
S1	5.545	5.545	5.616	5.501
S2	5.457	5.457	5.598
S3	5.260	5.348	5.580
S4	5.063	5.151	5.526

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.861	5.565	0.296	5.1%	0.100	1.7%	99%	True	False	2,197
10	5.861	5.351	0.510	8.7%	0.125	2.1%	100%	True	False	2,019

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 3 trading days

Fibonacci Retracements and Extensions
4.250	6.354
2.618	6.165
1.618	6.049
1.000	5.977
0.618	5.933
HIGH	5.861
0.618	5.817
0.500	5.803
0.382	5.789
LOW	5.745
0.618	5.673
1.000	5.629
1.618	5.557
2.618	5.441
4.250	5.252

Fisher Pivots for day following 15-Jun-2010
Pivot	1 day	3 day
R1	5.840	5.816
PP	5.822	5.772
S1	5.803	5.729

Download as Excel Spreadsheet

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

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