NYMEX Natural Gas Future July 2011

Trading Metrics calculated at close of trading on 24-Feb-2011

Day Change Summary
	Previous	Current
	23-Feb-2011	24-Feb-2011	Change	Change %	Previous Week
Open	4.124	4.124	0.000	0.0%	4.171
High	4.153	4.137	-0.016	-0.4%	4.228
Low	4.050	4.023	-0.027	-0.7%	4.058
Close	4.126	4.070	-0.056	-1.4%	4.095
Range	0.103	0.114	0.011	10.7%	0.170
ATR	0.108	0.109	0.000	0.4%	0.000
Volume	7,429	6,512	-917	-12.3%	48,564

Daily Pivots for day following 24-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.419	4.358	4.133
R3	4.305	4.244	4.101
R2	4.191	4.191	4.091
R1	4.130	4.130	4.080	4.104
PP	4.077	4.077	4.077	4.063
S1	4.016	4.016	4.060	3.990
S2	3.963	3.963	4.049
S3	3.849	3.902	4.039
S4	3.735	3.788	4.007

Weekly Pivots for week ending 18-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.637	4.536	4.189
R3	4.467	4.366	4.142
R2	4.297	4.297	4.126
R1	4.196	4.196	4.111	4.162
PP	4.127	4.127	4.127	4.110
S1	4.026	4.026	4.079	3.992
S2	3.957	3.957	4.064
S3	3.787	3.856	4.048
S4	3.617	3.686	4.002

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.205	4.023	0.182	4.5%	0.102	2.5%	26%	False	True	7,817
10	4.297	4.023	0.274	6.7%	0.091	2.2%	17%	False	True	9,724
20	4.641	4.023	0.618	15.2%	0.100	2.5%	8%	False	True	9,895
40	4.930	4.023	0.907	22.3%	0.112	2.8%	5%	False	True	8,705
60	4.930	4.023	0.907	22.3%	0.114	2.8%	5%	False	True	6,740
80	4.930	4.023	0.907	22.3%	0.117	2.9%	5%	False	True	5,453

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	0.025
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.622
2.618	4.435
1.618	4.321
1.000	4.251
0.618	4.207
HIGH	4.137
0.618	4.093
0.500	4.080
0.382	4.067
LOW	4.023
0.618	3.953
1.000	3.909
1.618	3.839
2.618	3.725
4.250	3.539

Fisher Pivots for day following 24-Feb-2011
Pivot	1 day	3 day
R1	4.080	4.114
PP	4.077	4.099
S1	4.073	4.085

Download as Excel Spreadsheet

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

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