NYMEX Natural Gas Future July 2011

Trading Metrics calculated at close of trading on 12-Nov-2010

Day Change Summary
	Previous	Current
	11-Nov-2010	12-Nov-2010	Change	Change %	Previous Week
Open	4.344	4.240	-0.104	-2.4%	4.275
High	4.389	4.242	-0.147	-3.3%	4.443
Low	4.241	4.126	-0.115	-2.7%	4.126
Close	4.243	4.131	-0.112	-2.6%	4.131
Range	0.148	0.116	-0.032	-21.6%	0.317
ATR	0.120	0.120	0.000	-0.2%	0.000
Volume	1,422	1,506	84	5.9%	6,891

Daily Pivots for day following 12-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.514	4.439	4.195
R3	4.398	4.323	4.163
R2	4.282	4.282	4.152
R1	4.207	4.207	4.142	4.187
PP	4.166	4.166	4.166	4.156
S1	4.091	4.091	4.120	4.071
S2	4.050	4.050	4.110
S3	3.934	3.975	4.099
S4	3.818	3.859	4.067

Weekly Pivots for week ending 12-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.184	4.975	4.305
R3	4.867	4.658	4.218
R2	4.550	4.550	4.189
R1	4.341	4.341	4.160	4.287
PP	4.233	4.233	4.233	4.207
S1	4.024	4.024	4.102	3.970
S2	3.916	3.916	4.073
S3	3.599	3.707	4.044
S4	3.282	3.390	3.957

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.443	4.126	0.317	7.7%	0.118	2.9%	2%	False	True	1,378
10	4.443	4.125	0.318	7.7%	0.119	2.9%	2%	False	False	1,439

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.033
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.735
2.618	4.546
1.618	4.430
1.000	4.358
0.618	4.314
HIGH	4.242
0.618	4.198
0.500	4.184
0.382	4.170
LOW	4.126
0.618	4.054
1.000	4.010
1.618	3.938
2.618	3.822
4.250	3.633

Fisher Pivots for day following 12-Nov-2010
Pivot	1 day	3 day
R1	4.184	4.285
PP	4.166	4.233
S1	4.149	4.182

Download as Excel Spreadsheet

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

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