NYMEX Natural Gas Future February 2011

Trading Metrics calculated at close of trading on 18-Jan-2011

Day Change Summary
	Previous	Current
	14-Jan-2011	18-Jan-2011	Change	Change %	Previous Week
Open	4.401	4.494	0.093	2.1%	4.373
High	4.496	4.545	0.049	1.1%	4.554
Low	4.367	4.387	0.020	0.5%	4.322
Close	4.480	4.425	-0.055	-1.2%	4.480
Range	0.129	0.158	0.029	22.5%	0.232
ATR	0.162	0.162	0.000	-0.2%	0.000
Volume	111,974	0	-111,974	-100.0%	612,904

Daily Pivots for day following 18-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.926	4.834	4.512
R3	4.768	4.676	4.468
R2	4.610	4.610	4.454
R1	4.518	4.518	4.439	4.485
PP	4.452	4.452	4.452	4.436
S1	4.360	4.360	4.411	4.327
S2	4.294	4.294	4.396
S3	4.136	4.202	4.382
S4	3.978	4.044	4.338

Weekly Pivots for week ending 14-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.148	5.046	4.608
R3	4.916	4.814	4.544
R2	4.684	4.684	4.523
R1	4.582	4.582	4.501	4.633
PP	4.452	4.452	4.452	4.478
S1	4.350	4.350	4.459	4.401
S2	4.220	4.220	4.437
S3	3.988	4.118	4.416
S4	3.756	3.886	4.352

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.554	4.338	0.216	4.9%	0.140	3.2%	40%	False	False	102,498
10	4.707	4.322	0.385	8.7%	0.154	3.5%	27%	False	False	114,795
20	4.707	4.019	0.688	15.5%	0.157	3.6%	59%	False	False	92,147
40	4.707	3.985	0.722	16.3%	0.162	3.7%	61%	False	False	69,423
60	4.707	3.894	0.813	18.4%	0.160	3.6%	65%	False	False	52,753
80	4.707	3.894	0.813	18.4%	0.144	3.2%	65%	False	False	42,575
100	4.707	3.894	0.813	18.4%	0.137	3.1%	65%	False	False	35,100
120	5.434	3.894	1.540	34.8%	0.131	3.0%	34%	False	False	29,745

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.051
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5.217
2.618	4.959
1.618	4.801
1.000	4.703
0.618	4.643
HIGH	4.545
0.618	4.485
0.500	4.466
0.382	4.447
LOW	4.387
0.618	4.289
1.000	4.229
1.618	4.131
2.618	3.973
4.250	3.716

Fisher Pivots for day following 18-Jan-2011
Pivot	1 day	3 day
R1	4.466	4.454
PP	4.452	4.444
S1	4.439	4.435

Download as Excel Spreadsheet

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

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