NYMEX Natural Gas Future February 2011

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

Day Change Summary
	Previous	Current
	14-Jul-2010	15-Jul-2010	Change	Change %	Previous Week
Open	5.245	5.133	-0.112	-2.1%	5.500
High	5.245	5.323	0.078	1.5%	5.560
Low	5.167	5.112	-0.055	-1.1%	5.242
Close	5.170	5.294	0.124	2.4%	5.328
Range	0.078	0.211	0.133	170.5%	0.318
ATR	0.123	0.129	0.006	5.2%	0.000
Volume	3,330	2,319	-1,011	-30.4%	6,963

Daily Pivots for day following 15-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.876	5.796	5.410
R3	5.665	5.585	5.352
R2	5.454	5.454	5.333
R1	5.374	5.374	5.313	5.414
PP	5.243	5.243	5.243	5.263
S1	5.163	5.163	5.275	5.203
S2	5.032	5.032	5.255
S3	4.821	4.952	5.236
S4	4.610	4.741	5.178

Weekly Pivots for week ending 09-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.331	6.147	5.503
R3	6.013	5.829	5.415
R2	5.695	5.695	5.386
R1	5.511	5.511	5.357	5.444
PP	5.377	5.377	5.377	5.343
S1	5.193	5.193	5.299	5.126
S2	5.059	5.059	5.270
S3	4.741	4.875	5.241
S4	4.423	4.557	5.153

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.350	5.112	0.238	4.5%	0.108	2.0%	76%	False	True	2,008
10	5.570	5.112	0.458	8.7%	0.134	2.5%	40%	False	True	2,082
20	5.850	5.112	0.738	13.9%	0.125	2.4%	25%	False	True	2,057
40	5.861	5.112	0.749	14.1%	0.122	2.3%	24%	False	True	1,879

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.022
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	6.220
2.618	5.875
1.618	5.664
1.000	5.534
0.618	5.453
HIGH	5.323
0.618	5.242
0.500	5.218
0.382	5.193
LOW	5.112
0.618	4.982
1.000	4.901
1.618	4.771
2.618	4.560
4.250	4.215

Fisher Pivots for day following 15-Jul-2010
Pivot	1 day	3 day
R1	5.269	5.269
PP	5.243	5.243
S1	5.218	5.218

Download as Excel Spreadsheet

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

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