NYMEX Natural Gas Future July 2011

Trading Metrics calculated at close of trading on 09-Nov-2010

Day Change Summary
	Previous	Current
	08-Nov-2010	09-Nov-2010	Change	Change %	Previous Week
Open	4.275	4.380	0.105	2.5%	4.349
High	4.351	4.426	0.075	1.7%	4.424
Low	4.264	4.320	0.056	1.3%	4.125
Close	4.350	4.421	0.071	1.6%	4.243
Range	0.087	0.106	0.019	21.8%	0.299
ATR
Volume	1,543	1,215	-328	-21.3%	7,508

Daily Pivots for day following 09-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.707	4.670	4.479
R3	4.601	4.564	4.450
R2	4.495	4.495	4.440
R1	4.458	4.458	4.431	4.477
PP	4.389	4.389	4.389	4.398
S1	4.352	4.352	4.411	4.371
S2	4.283	4.283	4.402
S3	4.177	4.246	4.392
S4	4.071	4.140	4.363

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	4.426	4.125	0.301	6.8%	0.093	2.1%	98%	True	False	1,233
10	4.426	4.081	0.345	7.8%	0.120	2.7%	99%	True	False	1,508

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	0.041
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.877
2.618	4.704
1.618	4.598
1.000	4.532
0.618	4.492
HIGH	4.426
0.618	4.386
0.500	4.373
0.382	4.360
LOW	4.320
0.618	4.254
1.000	4.214
1.618	4.148
2.618	4.042
4.250	3.870

Fisher Pivots for day following 09-Nov-2010
Pivot	1 day	3 day
R1	4.405	4.383
PP	4.389	4.345
S1	4.373	4.307

Download as Excel Spreadsheet

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

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