NYMEX Natural Gas Future November 2011

Trading Metrics calculated at close of trading on 11-Feb-2011

Day Change Summary
	Previous	Current
	10-Feb-2011	11-Feb-2011	Change	Change %	Previous Week
Open	4.524	4.478	-0.046	-1.0%	4.685
High	4.540	4.495	-0.045	-1.0%	4.685
Low	4.481	4.456	-0.025	-0.6%	4.456
Close	4.511	4.470	-0.041	-0.9%	4.470
Range	0.059	0.039	-0.020	-33.9%	0.229
ATR	0.000	0.091	0.091		0.000
Volume	2,393	4,711	2,318	96.9%	17,357

Daily Pivots for day following 11-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.591	4.569	4.491
R3	4.552	4.530	4.481
R2	4.513	4.513	4.477
R1	4.491	4.491	4.474	4.483
PP	4.474	4.474	4.474	4.469
S1	4.452	4.452	4.466	4.444
S2	4.435	4.435	4.463
S3	4.396	4.413	4.459
S4	4.357	4.374	4.449

Weekly Pivots for week ending 11-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.224	5.076	4.596
R3	4.995	4.847	4.533
R2	4.766	4.766	4.512
R1	4.618	4.618	4.491	4.578
PP	4.537	4.537	4.537	4.517
S1	4.389	4.389	4.449	4.349
S2	4.308	4.308	4.428
S3	4.079	4.160	4.407
S4	3.850	3.931	4.344

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.685	4.456	0.229	5.1%	0.071	1.6%	6%	False	True	3,471
10	4.835	4.456	0.379	8.5%	0.073	1.6%	4%	False	True	3,122

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.019
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4.661
2.618	4.597
1.618	4.558
1.000	4.534
0.618	4.519
HIGH	4.495
0.618	4.480
0.500	4.476
0.382	4.471
LOW	4.456
0.618	4.432
1.000	4.417
1.618	4.393
2.618	4.354
4.250	4.290

Fisher Pivots for day following 11-Feb-2011
Pivot	1 day	3 day
R1	4.476	4.508
PP	4.474	4.495
S1	4.472	4.483

Download as Excel Spreadsheet

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

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