NYMEX Natural Gas Future July 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	4.407	4.344	-0.063	-1.4%	4.349
High	4.443	4.389	-0.054	-1.2%	4.424
Low	4.310	4.241	-0.069	-1.6%	4.125
Close	4.333	4.243	-0.090	-2.1%	4.243
Range	0.133	0.148	0.015	11.3%	0.299
ATR	0.118	0.120	0.002	1.8%	0.000
Volume	1,205	1,422	217	18.0%	7,508

Daily Pivots for day following 11-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.735	4.637	4.324
R3	4.587	4.489	4.284
R2	4.439	4.439	4.270
R1	4.341	4.341	4.257	4.316
PP	4.291	4.291	4.291	4.279
S1	4.193	4.193	4.229	4.168
S2	4.143	4.143	4.216
S3	3.995	4.045	4.202
S4	3.847	3.897	4.162

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	4.443	4.187	0.256	6.0%	0.108	2.5%	22%	False	False	1,385
10	4.443	4.125	0.318	7.5%	0.121	2.8%	37%	False	False	1,439

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	0.036
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	5.018
2.618	4.776
1.618	4.628
1.000	4.537
0.618	4.480
HIGH	4.389
0.618	4.332
0.500	4.315
0.382	4.298
LOW	4.241
0.618	4.150
1.000	4.093
1.618	4.002
2.618	3.854
4.250	3.612

Fisher Pivots for day following 11-Nov-2010
Pivot	1 day	3 day
R1	4.315	4.342
PP	4.291	4.309
S1	4.267	4.276

Download as Excel Spreadsheet

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

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