NYMEX Natural Gas Future September 2011

Trading Metrics calculated at close of trading on 15-Feb-2011

Day Change Summary
	Previous	Current
	14-Feb-2011	15-Feb-2011	Change	Change %	Previous Week
Open	4.207	4.200	-0.007	-0.2%	4.495
High	4.239	4.268	0.029	0.7%	4.500
Low	4.165	4.178	0.013	0.3%	4.210
Close	4.220	4.253	0.033	0.8%	4.227
Range	0.074	0.090	0.016	21.6%	0.290
ATR	0.110	0.109	-0.001	-1.3%	0.000
Volume	6,858	6,033	-825	-12.0%	28,340

Daily Pivots for day following 15-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.503	4.468	4.303
R3	4.413	4.378	4.278
R2	4.323	4.323	4.270
R1	4.288	4.288	4.261	4.306
PP	4.233	4.233	4.233	4.242
S1	4.198	4.198	4.245	4.216
S2	4.143	4.143	4.237
S3	4.053	4.108	4.228
S4	3.963	4.018	4.204

Weekly Pivots for week ending 11-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.182	4.995	4.387
R3	4.892	4.705	4.307
R2	4.602	4.602	4.280
R1	4.415	4.415	4.254	4.364
PP	4.312	4.312	4.312	4.287
S1	4.125	4.125	4.200	4.074
S2	4.022	4.022	4.174
S3	3.732	3.835	4.147
S4	3.442	3.545	4.068

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.400	4.165	0.235	5.5%	0.090	2.1%	37%	False	False	6,000
10	4.663	4.165	0.498	11.7%	0.092	2.2%	18%	False	False	5,080
20	4.888	4.165	0.723	17.0%	0.099	2.3%	12%	False	False	4,238
40	4.888	4.165	0.723	17.0%	0.107	2.5%	12%	False	False	3,165

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.017
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.651
2.618	4.504
1.618	4.414
1.000	4.358
0.618	4.324
HIGH	4.268
0.618	4.234
0.500	4.223
0.382	4.212
LOW	4.178
0.618	4.122
1.000	4.088
1.618	4.032
2.618	3.942
4.250	3.796

Fisher Pivots for day following 15-Feb-2011
Pivot	1 day	3 day
R1	4.243	4.241
PP	4.233	4.229
S1	4.223	4.217

Download as Excel Spreadsheet

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

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