NYMEX Natural Gas Future July 2011

Trading Metrics calculated at close of trading on 17-Nov-2010

Day Change Summary
	Previous	Current
	16-Nov-2010	17-Nov-2010	Change	Change %	Previous Week
Open	4.131	4.103	-0.028	-0.7%	4.275
High	4.190	4.298	0.108	2.6%	4.443
Low	4.101	4.100	-0.001	0.0%	4.126
Close	4.127	4.289	0.162	3.9%	4.131
Range	0.089	0.198	0.109	122.5%	0.317
ATR	0.117	0.123	0.006	4.9%	0.000
Volume	1,840	1,933	93	5.1%	6,891

Daily Pivots for day following 17-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.823	4.754	4.398
R3	4.625	4.556	4.343
R2	4.427	4.427	4.325
R1	4.358	4.358	4.307	4.393
PP	4.229	4.229	4.229	4.246
S1	4.160	4.160	4.271	4.195
S2	4.031	4.031	4.253
S3	3.833	3.962	4.235
S4	3.635	3.764	4.180

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	4.389	4.043	0.346	8.1%	0.134	3.1%	71%	False	False	1,617
10	4.443	4.043	0.400	9.3%	0.119	2.8%	62%	False	False	1,459

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.023
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	5.140
2.618	4.816
1.618	4.618
1.000	4.496
0.618	4.420
HIGH	4.298
0.618	4.222
0.500	4.199
0.382	4.176
LOW	4.100
0.618	3.978
1.000	3.902
1.618	3.780
2.618	3.582
4.250	3.259

Fisher Pivots for day following 17-Nov-2010
Pivot	1 day	3 day
R1	4.259	4.250
PP	4.229	4.210
S1	4.199	4.171

Download as Excel Spreadsheet

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

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