NYMEX Natural Gas Future August 2011

Trading Metrics calculated at close of trading on 11-Jan-2011

Day Change Summary
	Previous	Current
	10-Jan-2011	11-Jan-2011	Change	Change %	Previous Week
Open	4.600	4.538	-0.062	-1.3%	4.675
High	4.600	4.667	0.067	1.5%	4.775
Low	4.493	4.520	0.027	0.6%	4.460
Close	4.571	4.659	0.088	1.9%	4.573
Range	0.107	0.147	0.040	37.4%	0.315
ATR	0.128	0.129	0.001	1.1%	0.000
Volume	5,431	3,966	-1,465	-27.0%	13,721

Daily Pivots for day following 11-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.056	5.005	4.740
R3	4.909	4.858	4.699
R2	4.762	4.762	4.686
R1	4.711	4.711	4.672	4.737
PP	4.615	4.615	4.615	4.628
S1	4.564	4.564	4.646	4.590
S2	4.468	4.468	4.632
S3	4.321	4.417	4.619
S4	4.174	4.270	4.578

Weekly Pivots for week ending 07-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.548	5.375	4.746
R3	5.233	5.060	4.660
R2	4.918	4.918	4.631
R1	4.745	4.745	4.602	4.674
PP	4.603	4.603	4.603	4.567
S1	4.430	4.430	4.544	4.359
S2	4.288	4.288	4.515
S3	3.973	4.115	4.486
S4	3.658	3.800	4.400

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.681	4.460	0.221	4.7%	0.137	2.9%	90%	False	False	3,910
10	4.775	4.400	0.375	8.0%	0.119	2.6%	69%	False	False	2,693
20	4.775	4.194	0.581	12.5%	0.118	2.5%	80%	False	False	2,359
40	4.775	4.095	0.680	14.6%	0.116	2.5%	83%	False	False	2,103

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	0.024
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5.292
2.618	5.052
1.618	4.905
1.000	4.814
0.618	4.758
HIGH	4.667
0.618	4.611
0.500	4.594
0.382	4.576
LOW	4.520
0.618	4.429
1.000	4.373
1.618	4.282
2.618	4.135
4.250	3.895

Fisher Pivots for day following 11-Jan-2011
Pivot	1 day	3 day
R1	4.637	4.627
PP	4.615	4.595
S1	4.594	4.564

Download as Excel Spreadsheet

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

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