NYMEX Natural Gas Future October 2011

Trading Metrics calculated at close of trading on 22-Feb-2011

Day Change Summary
	Previous	Current
	18-Feb-2011	22-Feb-2011	Change	Change %	Previous Week
Open	4.180	4.207	0.027	0.6%	4.257
High	4.200	4.290	0.090	2.1%	4.313
Low	4.151	4.150	-0.001	0.0%	4.146
Close	4.180	4.185	0.005	0.1%	4.180
Range	0.049	0.140	0.091	185.7%	0.167
ATR	0.102	0.104	0.003	2.7%	0.000
Volume	13,551	7,960	-5,591	-41.3%	68,600

Daily Pivots for day following 22-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.628	4.547	4.262
R3	4.488	4.407	4.224
R2	4.348	4.348	4.211
R1	4.267	4.267	4.198	4.238
PP	4.208	4.208	4.208	4.194
S1	4.127	4.127	4.172	4.098
S2	4.068	4.068	4.159
S3	3.928	3.987	4.147
S4	3.788	3.847	4.108

Weekly Pivots for week ending 18-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.714	4.614	4.272
R3	4.547	4.447	4.226
R2	4.380	4.380	4.211
R1	4.280	4.280	4.195	4.247
PP	4.213	4.213	4.213	4.196
S1	4.113	4.113	4.165	4.080
S2	4.046	4.046	4.149
S3	3.879	3.946	4.134
S4	3.712	3.779	4.088

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%	0.090	2.1%	23%	False	False	11,491
10	4.450	4.146	0.304	7.3%	0.090	2.1%	13%	False	False	15,286

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	0.020
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	4.885
2.618	4.657
1.618	4.517
1.000	4.430
0.618	4.377
HIGH	4.290
0.618	4.237
0.500	4.220
0.382	4.203
LOW	4.150
0.618	4.063
1.000	4.010
1.618	3.923
2.618	3.783
4.250	3.555

Fisher Pivots for day following 22-Feb-2011
Pivot	1 day	3 day
R1	4.220	4.218
PP	4.208	4.207
S1	4.197	4.196

Download as Excel Spreadsheet

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

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