NYMEX Natural Gas Future August 2011

Trading Metrics calculated at close of trading on 03-Feb-2011

Day Change Summary
	Previous	Current
	02-Feb-2011	03-Feb-2011	Change	Change %	Previous Week
Open	4.559	4.639	0.080	1.8%	4.890
High	4.612	4.663	0.051	1.1%	4.896
Low	4.542	4.527	-0.015	-0.3%	4.445
Close	4.609	4.541	-0.068	-1.5%	4.507
Range	0.070	0.136	0.066	94.3%	0.451
ATR	0.119	0.120	0.001	1.0%	0.000
Volume	3,543	4,189	646	18.2%	25,865

Daily Pivots for day following 03-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.985	4.899	4.616
R3	4.849	4.763	4.578
R2	4.713	4.713	4.566
R1	4.627	4.627	4.553	4.602
PP	4.577	4.577	4.577	4.565
S1	4.491	4.491	4.529	4.466
S2	4.441	4.441	4.516
S3	4.305	4.355	4.504
S4	4.169	4.219	4.466

Weekly Pivots for week ending 28-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.969	5.689	4.755
R3	5.518	5.238	4.631
R2	5.067	5.067	4.590
R1	4.787	4.787	4.548	4.702
PP	4.616	4.616	4.616	4.573
S1	4.336	4.336	4.466	4.251
S2	4.165	4.165	4.424
S3	3.714	3.885	4.383
S4	3.263	3.434	4.259

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.663	4.445	0.218	4.8%	0.105	2.3%	44%	True	False	3,636
10	4.896	4.445	0.451	9.9%	0.114	2.5%	21%	False	False	4,585
20	4.896	4.445	0.451	9.9%	0.114	2.5%	21%	False	False	4,311
40	4.896	4.194	0.702	15.5%	0.116	2.6%	49%	False	False	3,223

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.018
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5.241
2.618	5.019
1.618	4.883
1.000	4.799
0.618	4.747
HIGH	4.663
0.618	4.611
0.500	4.595
0.382	4.579
LOW	4.527
0.618	4.443
1.000	4.391
1.618	4.307
2.618	4.171
4.250	3.949

Fisher Pivots for day following 03-Feb-2011
Pivot	1 day	3 day
R1	4.595	4.585
PP	4.577	4.570
S1	4.559	4.556

Download as Excel Spreadsheet

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

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