NYMEX Natural Gas Future October 2011

Trading Metrics calculated at close of trading on 14-Apr-2011

Day Change Summary
	Previous	Current
	13-Apr-2011	14-Apr-2011	Change	Change %	Previous Week
Open	4.376	4.399	0.023	0.5%	4.566
High	4.443	4.499	0.056	1.3%	4.610
Low	4.343	4.320	-0.023	-0.5%	4.280
Close	4.404	4.455	0.051	1.2%	4.308
Range	0.100	0.179	0.079	79.0%	0.330
ATR	0.118	0.122	0.004	3.7%	0.000
Volume	16,854	24,225	7,371	43.7%	101,863

Daily Pivots for day following 14-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.962	4.887	4.553
R3	4.783	4.708	4.504
R2	4.604	4.604	4.488
R1	4.529	4.529	4.471	4.567
PP	4.425	4.425	4.425	4.443
S1	4.350	4.350	4.439	4.388
S2	4.246	4.246	4.422
S3	4.067	4.171	4.406
S4	3.888	3.992	4.357

Weekly Pivots for week ending 08-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.389	5.179	4.490
R3	5.059	4.849	4.399
R2	4.729	4.729	4.369
R1	4.519	4.519	4.338	4.459
PP	4.399	4.399	4.399	4.370
S1	4.189	4.189	4.278	4.129
S2	4.069	4.069	4.248
S3	3.739	3.859	4.217
S4	3.409	3.529	4.127

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.499	4.256	0.243	5.5%	0.111	2.5%	82%	True	False	21,295
10	4.658	4.256	0.402	9.0%	0.110	2.5%	50%	False	False	20,915
20	4.770	4.256	0.514	11.5%	0.121	2.7%	39%	False	False	21,175
40	4.770	4.051	0.719	16.1%	0.122	2.7%	56%	False	False	18,120

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	0.028
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	5.260
2.618	4.968
1.618	4.789
1.000	4.678
0.618	4.610
HIGH	4.499
0.618	4.431
0.500	4.410
0.382	4.388
LOW	4.320
0.618	4.209
1.000	4.141
1.618	4.030
2.618	3.851
4.250	3.559

Fisher Pivots for day following 14-Apr-2011
Pivot	1 day	3 day
R1	4.440	4.440
PP	4.425	4.425
S1	4.410	4.410

Download as Excel Spreadsheet

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

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