NYMEX Natural Gas Future February 2011

Trading Metrics calculated at close of trading on 10-Jan-2011

Day Change Summary
	Previous	Current
	07-Jan-2011	10-Jan-2011	Change	Change %	Previous Week
Open	4.400	4.373	-0.027	-0.6%	4.492
High	4.450	4.450	0.000	0.0%	4.707
Low	4.327	4.322	-0.005	-0.1%	4.327
Close	4.422	4.399	-0.023	-0.5%	4.422
Range	0.123	0.128	0.005	4.1%	0.380
ATR	0.172	0.168	-0.003	-1.8%	0.000
Volume	118,415	100,414	-18,001	-15.2%	685,803

Daily Pivots for day following 10-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.774	4.715	4.469
R3	4.646	4.587	4.434
R2	4.518	4.518	4.422
R1	4.459	4.459	4.411	4.489
PP	4.390	4.390	4.390	4.405
S1	4.331	4.331	4.387	4.361
S2	4.262	4.262	4.376
S3	4.134	4.203	4.364
S4	4.006	4.075	4.329

Weekly Pivots for week ending 07-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.625	5.404	4.631
R3	5.245	5.024	4.527
R2	4.865	4.865	4.492
R1	4.644	4.644	4.457	4.565
PP	4.485	4.485	4.485	4.446
S1	4.264	4.264	4.387	4.185
S2	4.105	4.105	4.352
S3	3.725	3.884	4.318
S4	3.345	3.504	4.213

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.707	4.322	0.385	8.8%	0.167	3.8%	20%	False	True	127,092
10	4.707	4.112	0.595	13.5%	0.162	3.7%	48%	False	False	106,018
20	4.707	3.985	0.722	16.4%	0.164	3.7%	57%	False	False	85,874
40	4.707	3.913	0.794	18.0%	0.165	3.7%	61%	False	False	58,854
60	4.707	3.894	0.813	18.5%	0.156	3.5%	62%	False	False	45,139
80	4.707	3.894	0.813	18.5%	0.141	3.2%	62%	False	False	36,492
100	4.955	3.894	1.061	24.1%	0.134	3.1%	48%	False	False	30,095
120	5.434	3.894	1.540	35.0%	0.129	2.9%	33%	False	False	25,516

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.042
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.994
2.618	4.785
1.618	4.657
1.000	4.578
0.618	4.529
HIGH	4.450
0.618	4.401
0.500	4.386
0.382	4.371
LOW	4.322
0.618	4.243
1.000	4.194
1.618	4.115
2.618	3.987
4.250	3.778

Fisher Pivots for day following 10-Jan-2011
Pivot	1 day	3 day
R1	4.395	4.473
PP	4.390	4.448
S1	4.386	4.424

Download as Excel Spreadsheet

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

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