NYMEX Natural Gas Future August 2011

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

Day Change Summary
	Previous	Current
	21-Jan-2011	24-Jan-2011	Change	Change %	Previous Week
Open	4.850	4.890	0.040	0.8%	4.700
High	4.880	4.896	0.016	0.3%	4.880
Low	4.779	4.723	-0.056	-1.2%	4.594
Close	4.856	4.740	-0.116	-2.4%	4.856
Range	0.101	0.173	0.072	71.3%	0.286
ATR	0.120	0.124	0.004	3.2%	0.000
Volume	5,168	5,615	447	8.6%	16,558

Daily Pivots for day following 24-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.305	5.196	4.835
R3	5.132	5.023	4.788
R2	4.959	4.959	4.772
R1	4.850	4.850	4.756	4.818
PP	4.786	4.786	4.786	4.771
S1	4.677	4.677	4.724	4.645
S2	4.613	4.613	4.708
S3	4.440	4.504	4.692
S4	4.267	4.331	4.645

Weekly Pivots for week ending 21-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.635	5.531	5.013
R3	5.349	5.245	4.935
R2	5.063	5.063	4.908
R1	4.959	4.959	4.882	5.011
PP	4.777	4.777	4.777	4.803
S1	4.673	4.673	4.830	4.725
S2	4.491	4.491	4.804
S3	4.205	4.387	4.777
S4	3.919	4.101	4.699

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.896	4.594	0.302	6.4%	0.117	2.5%	48%	True	False	4,434
10	4.896	4.493	0.403	8.5%	0.112	2.4%	61%	True	False	4,525
20	4.896	4.285	0.611	12.9%	0.114	2.4%	74%	True	False	3,225
40	4.896	4.194	0.702	14.8%	0.115	2.4%	78%	True	False	2,658

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	0.018
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	5.631
2.618	5.349
1.618	5.176
1.000	5.069
0.618	5.003
HIGH	4.896
0.618	4.830
0.500	4.810
0.382	4.789
LOW	4.723
0.618	4.616
1.000	4.550
1.618	4.443
2.618	4.270
4.250	3.988

Fisher Pivots for day following 24-Jan-2011
Pivot	1 day	3 day
R1	4.810	4.798
PP	4.786	4.778
S1	4.763	4.759

Download as Excel Spreadsheet

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

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