NYMEX Natural Gas Future October 2011

Trading Metrics calculated at close of trading on 08-Feb-2011

Day Change Summary
	Previous	Current
	07-Feb-2011	08-Feb-2011	Change	Change %	Previous Week
Open	4.546	4.410	-0.136	-3.0%	4.574
High	4.546	4.412	-0.134	-2.9%	4.704
Low	4.406	4.334	-0.072	-1.6%	4.520
Close	4.411	4.352	-0.059	-1.3%	4.583
Range	0.140	0.078	-0.062	-44.3%	0.184
ATR
Volume	13,627	21,645	8,018	58.8%	63,752

Daily Pivots for day following 08-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.600	4.554	4.395
R3	4.522	4.476	4.373
R2	4.444	4.444	4.366
R1	4.398	4.398	4.359	4.382
PP	4.366	4.366	4.366	4.358
S1	4.320	4.320	4.345	4.304
S2	4.288	4.288	4.338
S3	4.210	4.242	4.331
S4	4.132	4.164	4.309

Weekly Pivots for week ending 04-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.154	5.053	4.684
R3	4.970	4.869	4.634
R2	4.786	4.786	4.617
R1	4.685	4.685	4.600	4.736
PP	4.602	4.602	4.602	4.628
S1	4.501	4.501	4.566	4.552
S2	4.418	4.418	4.549
S3	4.234	4.317	4.532
S4	4.050	4.133	4.482

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.704	4.334	0.370	8.5%	0.099	2.3%	5%	False	True	15,005
10	4.714	4.334	0.380	8.7%	0.101	2.3%	5%	False	True	14,620

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.744
2.618	4.616
1.618	4.538
1.000	4.490
0.618	4.460
HIGH	4.412
0.618	4.382
0.500	4.373
0.382	4.364
LOW	4.334
0.618	4.286
1.000	4.256
1.618	4.208
2.618	4.130
4.250	4.003

Fisher Pivots for day following 08-Feb-2011
Pivot	1 day	3 day
R1	4.373	4.472
PP	4.366	4.432
S1	4.359	4.392

Download as Excel Spreadsheet

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

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