NYMEX Natural Gas Future July 2011

Trading Metrics calculated at close of trading on 15-Nov-2010

Day Change Summary
	Previous	Current
	12-Nov-2010	15-Nov-2010	Change	Change %	Previous Week
Open	4.240	4.141	-0.099	-2.3%	4.275
High	4.242	4.164	-0.078	-1.8%	4.443
Low	4.126	4.043	-0.083	-2.0%	4.126
Close	4.131	4.158	0.027	0.7%	4.131
Range	0.116	0.121	0.005	4.3%	0.317
ATR	0.120	0.120	0.000	0.1%	0.000
Volume	1,506	1,387	-119	-7.9%	6,891

Daily Pivots for day following 15-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.485	4.442	4.225
R3	4.364	4.321	4.191
R2	4.243	4.243	4.180
R1	4.200	4.200	4.169	4.222
PP	4.122	4.122	4.122	4.132
S1	4.079	4.079	4.147	4.101
S2	4.001	4.001	4.136
S3	3.880	3.958	4.125
S4	3.759	3.837	4.091

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	4.043	0.400	9.6%	0.125	3.0%	29%	False	True	1,347
10	4.443	4.043	0.400	9.6%	0.109	2.6%	29%	False	True	1,310

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	0.028
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.678
2.618	4.481
1.618	4.360
1.000	4.285
0.618	4.239
HIGH	4.164
0.618	4.118
0.500	4.104
0.382	4.089
LOW	4.043
0.618	3.968
1.000	3.922
1.618	3.847
2.618	3.726
4.250	3.529

Fisher Pivots for day following 15-Nov-2010
Pivot	1 day	3 day
R1	4.140	4.216
PP	4.122	4.197
S1	4.104	4.177

Download as Excel Spreadsheet

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

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