NYMEX Natural Gas Future October 2011

Trading Metrics calculated at close of trading on 17-Feb-2011

Day Change Summary
	Previous	Current
	16-Feb-2011	17-Feb-2011	Change	Change %	Previous Week
Open	4.299	4.234	-0.065	-1.5%	4.546
High	4.300	4.243	-0.057	-1.3%	4.546
Low	4.226	4.146	-0.080	-1.9%	4.257
Close	4.233	4.176	-0.057	-1.3%	4.275
Range	0.074	0.097	0.023	31.1%	0.289
ATR	0.106	0.106	-0.001	-0.6%	0.000
Volume	12,422	11,118	-1,304	-10.5%	89,934

Daily Pivots for day following 17-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.479	4.425	4.229
R3	4.382	4.328	4.203
R2	4.285	4.285	4.194
R1	4.231	4.231	4.185	4.210
PP	4.188	4.188	4.188	4.178
S1	4.134	4.134	4.167	4.113
S2	4.091	4.091	4.158
S3	3.994	4.037	4.149
S4	3.897	3.940	4.123

Weekly Pivots for week ending 11-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.226	5.040	4.434
R3	4.937	4.751	4.354
R2	4.648	4.648	4.328
R1	4.462	4.462	4.301	4.411
PP	4.359	4.359	4.359	4.334
S1	4.173	4.173	4.249	4.122
S2	4.070	4.070	4.222
S3	3.781	3.884	4.196
S4	3.492	3.595	4.116

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.313	4.146	0.167	4.0%	0.075	1.8%	18%	False	True	15,267
10	4.609	4.146	0.463	11.1%	0.091	2.2%	6%	False	True	16,081

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.013
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4.655
2.618	4.497
1.618	4.400
1.000	4.340
0.618	4.303
HIGH	4.243
0.618	4.206
0.500	4.195
0.382	4.183
LOW	4.146
0.618	4.086
1.000	4.049
1.618	3.989
2.618	3.892
4.250	3.734

Fisher Pivots for day following 17-Feb-2011
Pivot	1 day	3 day
R1	4.195	4.230
PP	4.188	4.212
S1	4.182	4.194

Download as Excel Spreadsheet

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

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