NYMEX Natural Gas Future February 2011

Trading Metrics calculated at close of trading on 13-Jan-2011

Day Change Summary
	Previous	Current
	12-Jan-2011	13-Jan-2011	Change	Change %	Previous Week
Open	4.504	4.481	-0.023	-0.5%	4.492
High	4.554	4.503	-0.051	-1.1%	4.707
Low	4.446	4.362	-0.084	-1.9%	4.327
Close	4.531	4.407	-0.124	-2.7%	4.422
Range	0.108	0.141	0.033	30.6%	0.380
ATR	0.164	0.164	0.000	0.2%	0.000
Volume	125,260	147,966	22,706	18.1%	685,803

Daily Pivots for day following 13-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.847	4.768	4.485
R3	4.706	4.627	4.446
R2	4.565	4.565	4.433
R1	4.486	4.486	4.420	4.455
PP	4.424	4.424	4.424	4.409
S1	4.345	4.345	4.394	4.314
S2	4.283	4.283	4.381
S3	4.142	4.204	4.368
S4	4.001	4.063	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	4.554	4.322	0.232	5.3%	0.133	3.0%	37%	False	False	123,869
10	4.707	4.306	0.401	9.1%	0.160	3.6%	25%	False	False	124,749
20	4.707	3.985	0.722	16.4%	0.162	3.7%	58%	False	False	95,848
40	4.707	3.983	0.724	16.4%	0.165	3.7%	59%	False	False	67,488
60	4.707	3.894	0.813	18.4%	0.159	3.6%	63%	False	False	51,182
80	4.707	3.894	0.813	18.4%	0.142	3.2%	63%	False	False	41,304
100	4.707	3.894	0.813	18.4%	0.136	3.1%	63%	False	False	34,039
120	5.434	3.894	1.540	34.9%	0.130	3.0%	33%	False	False	28,828

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.045
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.102
2.618	4.872
1.618	4.731
1.000	4.644
0.618	4.590
HIGH	4.503
0.618	4.449
0.500	4.433
0.382	4.416
LOW	4.362
0.618	4.275
1.000	4.221
1.618	4.134
2.618	3.993
4.250	3.763

Fisher Pivots for day following 13-Jan-2011
Pivot	1 day	3 day
R1	4.433	4.446
PP	4.424	4.433
S1	4.416	4.420

Download as Excel Spreadsheet

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

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