NYMEX Natural Gas Future November 2011

Trading Metrics calculated at close of trading on 09-Feb-2011

Day Change Summary
	Previous	Current
	08-Feb-2011	09-Feb-2011	Change	Change %	Previous Week
Open	4.561	4.479	-0.082	-1.8%	4.732
High	4.588	4.560	-0.028	-0.6%	4.835
Low	4.515	4.479	-0.036	-0.8%	4.667
Close	4.529	4.535	0.006	0.1%	4.739
Range	0.073	0.081	0.008	11.0%	0.168
ATR
Volume	4,206	3,219	-987	-23.5%	13,871

Daily Pivots for day following 09-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.768	4.732	4.580
R3	4.687	4.651	4.557
R2	4.606	4.606	4.550
R1	4.570	4.570	4.542	4.588
PP	4.525	4.525	4.525	4.534
S1	4.489	4.489	4.528	4.507
S2	4.444	4.444	4.520
S3	4.363	4.408	4.513
S4	4.282	4.327	4.490

Weekly Pivots for week ending 04-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.251	5.163	4.831
R3	5.083	4.995	4.785
R2	4.915	4.915	4.770
R1	4.827	4.827	4.754	4.871
PP	4.747	4.747	4.747	4.769
S1	4.659	4.659	4.724	4.703
S2	4.579	4.579	4.708
S3	4.411	4.491	4.693
S4	4.243	4.323	4.647

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.835	4.479	0.356	7.9%	0.083	1.8%	16%	False	True	3,156
10	4.842	4.479	0.363	8.0%	0.083	1.8%	15%	False	True	3,390

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.904
2.618	4.772
1.618	4.691
1.000	4.641
0.618	4.610
HIGH	4.560
0.618	4.529
0.500	4.520
0.382	4.510
LOW	4.479
0.618	4.429
1.000	4.398
1.618	4.348
2.618	4.267
4.250	4.135

Fisher Pivots for day following 09-Feb-2011
Pivot	1 day	3 day
R1	4.530	4.582
PP	4.525	4.566
S1	4.520	4.551

Download as Excel Spreadsheet

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

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