NYMEX Natural Gas Future July 2011

Trading Metrics calculated at close of trading on 08-Nov-2010

Day Change Summary
	Previous	Current
	05-Nov-2010	08-Nov-2010	Change	Change %	Previous Week
Open	4.239	4.275	0.036	0.8%	4.349
High	4.253	4.351	0.098	2.3%	4.424
Low	4.187	4.264	0.077	1.8%	4.125
Close	4.243	4.350	0.107	2.5%	4.243
Range	0.066	0.087	0.021	31.8%	0.299
ATR
Volume	1,543	1,543	0	0.0%	7,508

Daily Pivots for day following 08-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.583	4.553	4.398
R3	4.496	4.466	4.374
R2	4.409	4.409	4.366
R1	4.379	4.379	4.358	4.394
PP	4.322	4.322	4.322	4.329
S1	4.292	4.292	4.342	4.307
S2	4.235	4.235	4.334
S3	4.148	4.205	4.326
S4	4.061	4.118	4.302

Weekly Pivots for week ending 05-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.161	5.001	4.407
R3	4.862	4.702	4.325
R2	4.563	4.563	4.298
R1	4.403	4.403	4.270	4.334
PP	4.264	4.264	4.264	4.229
S1	4.104	4.104	4.216	4.035
S2	3.965	3.965	4.188
S3	3.666	3.805	4.161
S4	3.367	3.506	4.079

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.351	4.125	0.226	5.2%	0.094	2.2%	100%	True	False	1,274
10	4.424	4.081	0.343	7.9%	0.118	2.7%	78%	False	False	1,498

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	0.040
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.721
2.618	4.579
1.618	4.492
1.000	4.438
0.618	4.405
HIGH	4.351
0.618	4.318
0.500	4.308
0.382	4.297
LOW	4.264
0.618	4.210
1.000	4.177
1.618	4.123
2.618	4.036
4.250	3.894

Fisher Pivots for day following 08-Nov-2010
Pivot	1 day	3 day
R1	4.336	4.313
PP	4.322	4.275
S1	4.308	4.238

Download as Excel Spreadsheet

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

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