NYMEX Natural Gas Future February 2011

Trading Metrics calculated at close of trading on 23-Jul-2010

Day Change Summary
	Previous	Current
	22-Jul-2010	23-Jul-2010	Change	Change %	Previous Week
Open	5.270	5.274	0.004	0.1%	5.215
High	5.340	5.318	-0.022	-0.4%	5.340
Low	5.270	5.237	-0.033	-0.6%	5.162
Close	5.306	5.268	-0.038	-0.7%	5.268
Range	0.070	0.081	0.011	15.7%	0.178
ATR	0.119	0.116	-0.003	-2.3%	0.000
Volume	980	1,176	196	20.0%	6,216

Daily Pivots for day following 23-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.517	5.474	5.313
R3	5.436	5.393	5.290
R2	5.355	5.355	5.283
R1	5.312	5.312	5.275	5.293
PP	5.274	5.274	5.274	5.265
S1	5.231	5.231	5.261	5.212
S2	5.193	5.193	5.253
S3	5.112	5.150	5.246
S4	5.031	5.069	5.223

Weekly Pivots for week ending 23-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.791	5.707	5.366
R3	5.613	5.529	5.317
R2	5.435	5.435	5.301
R1	5.351	5.351	5.284	5.393
PP	5.257	5.257	5.257	5.278
S1	5.173	5.173	5.252	5.215
S2	5.079	5.079	5.235
S3	4.901	4.995	5.219
S4	4.723	4.817	5.170

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.340	5.162	0.178	3.4%	0.080	1.5%	60%	False	False	1,243
10	5.340	5.112	0.228	4.3%	0.097	1.8%	68%	False	False	1,826
20	5.687	5.112	0.575	10.9%	0.111	2.1%	27%	False	False	1,833
40	5.861	5.112	0.749	14.2%	0.119	2.3%	21%	False	False	1,931

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.662
2.618	5.530
1.618	5.449
1.000	5.399
0.618	5.368
HIGH	5.318
0.618	5.287
0.500	5.278
0.382	5.268
LOW	5.237
0.618	5.187
1.000	5.156
1.618	5.106
2.618	5.025
4.250	4.893

Fisher Pivots for day following 23-Jul-2010
Pivot	1 day	3 day
R1	5.278	5.270
PP	5.274	5.269
S1	5.271	5.269

Download as Excel Spreadsheet

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

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