NYMEX Natural Gas Future November 2011

Trading Metrics calculated at close of trading on 15-Feb-2011

Day Change Summary
	Previous	Current
	14-Feb-2011	15-Feb-2011	Change	Change %	Previous Week
Open	4.447	4.456	0.009	0.2%	4.685
High	4.476	4.496	0.020	0.4%	4.685
Low	4.416	4.431	0.015	0.3%	4.456
Close	4.462	4.486	0.024	0.5%	4.470
Range	0.060	0.065	0.005	8.3%	0.229
ATR	0.089	0.087	-0.002	-1.9%	0.000
Volume	4,291	2,970	-1,321	-30.8%	17,357

Daily Pivots for day following 15-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.666	4.641	4.522
R3	4.601	4.576	4.504
R2	4.536	4.536	4.498
R1	4.511	4.511	4.492	4.524
PP	4.471	4.471	4.471	4.477
S1	4.446	4.446	4.480	4.459
S2	4.406	4.406	4.474
S3	4.341	4.381	4.468
S4	4.276	4.316	4.450

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	4.560	4.416	0.144	3.2%	0.061	1.4%	49%	False	False	3,516
10	4.835	4.416	0.419	9.3%	0.070	1.6%	17%	False	False	3,330

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	4.772
2.618	4.666
1.618	4.601
1.000	4.561
0.618	4.536
HIGH	4.496
0.618	4.471
0.500	4.464
0.382	4.456
LOW	4.431
0.618	4.391
1.000	4.366
1.618	4.326
2.618	4.261
4.250	4.155

Fisher Pivots for day following 15-Feb-2011
Pivot	1 day	3 day
R1	4.479	4.476
PP	4.471	4.466
S1	4.464	4.456

Download as Excel Spreadsheet

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

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