NYMEX Natural Gas Future July 2011

Trading Metrics calculated at close of trading on 14-Jan-2011

Day Change Summary
	Previous	Current
	13-Jan-2011	14-Jan-2011	Change	Change %	Previous Week
Open	4.630	4.591	-0.039	-0.8%	4.520
High	4.644	4.650	0.006	0.1%	4.679
Low	4.552	4.544	-0.008	-0.2%	4.459
Close	4.584	4.642	0.058	1.3%	4.642
Range	0.092	0.106	0.014	15.2%	0.220
ATR	0.129	0.127	-0.002	-1.3%	0.000
Volume	13,382	10,204	-3,178	-23.7%	55,304

Daily Pivots for day following 14-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.930	4.892	4.700
R3	4.824	4.786	4.671
R2	4.718	4.718	4.661
R1	4.680	4.680	4.652	4.699
PP	4.612	4.612	4.612	4.622
S1	4.574	4.574	4.632	4.593
S2	4.506	4.506	4.623
S3	4.400	4.468	4.613
S4	4.294	4.362	4.584

Weekly Pivots for week ending 14-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.253	5.168	4.763
R3	5.033	4.948	4.703
R2	4.813	4.813	4.682
R1	4.728	4.728	4.662	4.771
PP	4.593	4.593	4.593	4.615
S1	4.508	4.508	4.622	4.551
S2	4.373	4.373	4.602
S3	4.153	4.288	4.582
S4	3.933	4.068	4.521

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.679	4.459	0.220	4.7%	0.111	2.4%	83%	False	False	11,060
10	4.745	4.426	0.319	6.9%	0.121	2.6%	68%	False	False	8,460
20	4.745	4.147	0.598	12.9%	0.121	2.6%	83%	False	False	5,662
40	4.745	4.147	0.598	12.9%	0.119	2.6%	83%	False	False	4,039

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.034
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5.101
2.618	4.928
1.618	4.822
1.000	4.756
0.618	4.716
HIGH	4.650
0.618	4.610
0.500	4.597
0.382	4.584
LOW	4.544
0.618	4.478
1.000	4.438
1.618	4.372
2.618	4.266
4.250	4.094

Fisher Pivots for day following 14-Jan-2011
Pivot	1 day	3 day
R1	4.627	4.632
PP	4.612	4.622
S1	4.597	4.612

Download as Excel Spreadsheet

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

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