NYMEX Natural Gas Future July 2011

Trading Metrics calculated at close of trading on 16-Nov-2010

Day Change Summary
	Previous	Current
	15-Nov-2010	16-Nov-2010	Change	Change %	Previous Week
Open	4.141	4.131	-0.010	-0.2%	4.275
High	4.164	4.190	0.026	0.6%	4.443
Low	4.043	4.101	0.058	1.4%	4.126
Close	4.158	4.127	-0.031	-0.7%	4.131
Range	0.121	0.089	-0.032	-26.4%	0.317
ATR	0.120	0.117	-0.002	-1.8%	0.000
Volume	1,387	1,840	453	32.7%	6,891

Daily Pivots for day following 16-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.406	4.356	4.176
R3	4.317	4.267	4.151
R2	4.228	4.228	4.143
R1	4.178	4.178	4.135	4.159
PP	4.139	4.139	4.139	4.130
S1	4.089	4.089	4.119	4.070
S2	4.050	4.050	4.111
S3	3.961	4.000	4.103
S4	3.872	3.911	4.078

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	9.7%	0.121	2.9%	21%	False	False	1,472
10	4.443	4.043	0.400	9.7%	0.107	2.6%	21%	False	False	1,352

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.026
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	4.568
2.618	4.423
1.618	4.334
1.000	4.279
0.618	4.245
HIGH	4.190
0.618	4.156
0.500	4.146
0.382	4.135
LOW	4.101
0.618	4.046
1.000	4.012
1.618	3.957
2.618	3.868
4.250	3.723

Fisher Pivots for day following 16-Nov-2010
Pivot	1 day	3 day
R1	4.146	4.143
PP	4.139	4.137
S1	4.133	4.132

Download as Excel Spreadsheet

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

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