NYMEX Natural Gas Future February 2011

Trading Metrics calculated at close of trading on 20-Jul-2010

Day Change Summary
	Previous	Current
	19-Jul-2010	20-Jul-2010	Change	Change %	Previous Week
Open	5.215	5.251	0.036	0.7%	5.326
High	5.230	5.267	0.037	0.7%	5.340
Low	5.180	5.162	-0.018	-0.3%	5.112
Close	5.215	5.251	0.036	0.7%	5.241
Range	0.050	0.105	0.055	110.0%	0.228
ATR	0.123	0.122	-0.001	-1.0%	0.000
Volume	1,751	1,014	-737	-42.1%	12,045

Daily Pivots for day following 20-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.542	5.501	5.309
R3	5.437	5.396	5.280
R2	5.332	5.332	5.270
R1	5.291	5.291	5.261	5.304
PP	5.227	5.227	5.227	5.233
S1	5.186	5.186	5.241	5.199
S2	5.122	5.122	5.232
S3	5.017	5.081	5.222
S4	4.912	4.976	5.193

Weekly Pivots for week ending 16-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.915	5.806	5.366
R3	5.687	5.578	5.304
R2	5.459	5.459	5.283
R1	5.350	5.350	5.262	5.291
PP	5.231	5.231	5.231	5.201
S1	5.122	5.122	5.220	5.063
S2	5.003	5.003	5.199
S3	4.775	4.894	5.178
S4	4.547	4.666	5.116

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.323	5.112	0.211	4.0%	0.112	2.1%	66%	False	False	2,453
10	5.469	5.112	0.357	6.8%	0.106	2.0%	39%	False	False	2,027
20	5.687	5.112	0.575	11.0%	0.114	2.2%	24%	False	False	2,051
40	5.861	5.112	0.749	14.3%	0.120	2.3%	19%	False	False	1,917

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.713
2.618	5.542
1.618	5.437
1.000	5.372
0.618	5.332
HIGH	5.267
0.618	5.227
0.500	5.215
0.382	5.202
LOW	5.162
0.618	5.097
1.000	5.057
1.618	4.992
2.618	4.887
4.250	4.716

Fisher Pivots for day following 20-Jul-2010
Pivot	1 day	3 day
R1	5.239	5.248
PP	5.227	5.244
S1	5.215	5.241

Download as Excel Spreadsheet

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

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