NYMEX Natural Gas Future June 2011

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

Day Change Summary
	Previous	Current
	22-Nov-2010	23-Nov-2010	Change	Change %	Previous Week
Open	4.349	4.434	0.085	2.0%	4.050
High	4.415	4.438	0.023	0.5%	4.323
Low	4.298	4.312	0.014	0.3%	3.980
Close	4.413	4.398	-0.015	-0.3%	4.312
Range	0.117	0.126	0.009	7.7%	0.343
ATR	0.120	0.121	0.000	0.4%	0.000
Volume	2,468	2,481	13	0.5%	12,721

Daily Pivots for day following 23-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.761	4.705	4.467
R3	4.635	4.579	4.433
R2	4.509	4.509	4.421
R1	4.453	4.453	4.410	4.418
PP	4.383	4.383	4.383	4.365
S1	4.327	4.327	4.386	4.292
S2	4.257	4.257	4.375
S3	4.131	4.201	4.363
S4	4.005	4.075	4.329

Weekly Pivots for week ending 19-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.234	5.116	4.501
R3	4.891	4.773	4.406
R2	4.548	4.548	4.375
R1	4.430	4.430	4.343	4.489
PP	4.205	4.205	4.205	4.235
S1	4.087	4.087	4.281	4.146
S2	3.862	3.862	4.249
S3	3.519	3.744	4.218
S4	3.176	3.401	4.123

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.438	4.039	0.399	9.1%	0.142	3.2%	90%	True	False	2,709
10	4.438	3.980	0.458	10.4%	0.134	3.1%	91%	True	False	2,342
20	4.438	3.980	0.458	10.4%	0.131	3.0%	91%	True	False	2,166
40	4.438	3.942	0.496	11.3%	0.103	2.4%	92%	True	False	1,786

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.029
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.974
2.618	4.768
1.618	4.642
1.000	4.564
0.618	4.516
HIGH	4.438
0.618	4.390
0.500	4.375
0.382	4.360
LOW	4.312
0.618	4.234
1.000	4.186
1.618	4.108
2.618	3.982
4.250	3.777

Fisher Pivots for day following 23-Nov-2010
Pivot	1 day	3 day
R1	4.390	4.370
PP	4.383	4.342
S1	4.375	4.314

Download as Excel Spreadsheet

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

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