NYMEX Natural Gas Future June 2011

Trading Metrics calculated at close of trading on 11-Nov-2010

Day Change Summary
	Previous	Current
	10-Nov-2010	11-Nov-2010	Change	Change %	Previous Week
Open	4.366	4.304	-0.062	-1.4%	4.289
High	4.392	4.337	-0.055	-1.3%	4.361
Low	4.244	4.178	-0.066	-1.6%	4.055
Close	4.273	4.180	-0.093	-2.2%	4.185
Range	0.148	0.159	0.011	7.4%	0.306
ATR	0.109	0.113	0.004	3.2%	0.000
Volume	1,526	2,181	655	42.9%	10,336

Daily Pivots for day following 11-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.709	4.603	4.267
R3	4.550	4.444	4.224
R2	4.391	4.391	4.209
R1	4.285	4.285	4.195	4.259
PP	4.232	4.232	4.232	4.218
S1	4.126	4.126	4.165	4.100
S2	4.073	4.073	4.151
S3	3.914	3.967	4.136
S4	3.755	3.808	4.093

Weekly Pivots for week ending 05-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.118	4.958	4.353
R3	4.812	4.652	4.269
R2	4.506	4.506	4.241
R1	4.346	4.346	4.213	4.273
PP	4.200	4.200	4.200	4.164
S1	4.040	4.040	4.157	3.967
S2	3.894	3.894	4.129
S3	3.588	3.734	4.101
S4	3.282	3.428	4.017

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.392	4.120	0.272	6.5%	0.122	2.9%	22%	False	False	2,212
10	4.392	4.055	0.337	8.1%	0.130	3.1%	37%	False	False	2,009
20	4.392	3.942	0.450	10.8%	0.112	2.7%	53%	False	False	1,701
40	4.541	3.942	0.599	14.3%	0.094	2.3%	40%	False	False	1,578

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.039
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	5.013
2.618	4.753
1.618	4.594
1.000	4.496
0.618	4.435
HIGH	4.337
0.618	4.276
0.500	4.258
0.382	4.239
LOW	4.178
0.618	4.080
1.000	4.019
1.618	3.921
2.618	3.762
4.250	3.502

Fisher Pivots for day following 11-Nov-2010
Pivot	1 day	3 day
R1	4.258	4.285
PP	4.232	4.250
S1	4.206	4.215

Download as Excel Spreadsheet

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

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