NYMEX Natural Gas Future November 2011

Trading Metrics calculated at close of trading on 17-Feb-2011

Day Change Summary
	Previous	Current
	16-Feb-2011	17-Feb-2011	Change	Change %	Previous Week
Open	4.447	4.437	-0.010	-0.2%	4.685
High	4.467	4.437	-0.030	-0.7%	4.685
Low	4.415	4.343	-0.072	-1.6%	4.456
Close	4.425	4.371	-0.054	-1.2%	4.470
Range	0.052	0.094	0.042	80.8%	0.229
ATR	0.086	0.086	0.001	0.7%	0.000
Volume	1,623	1,991	368	22.7%	17,357

Daily Pivots for day following 17-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.666	4.612	4.423
R3	4.572	4.518	4.397
R2	4.478	4.478	4.388
R1	4.424	4.424	4.380	4.404
PP	4.384	4.384	4.384	4.374
S1	4.330	4.330	4.362	4.310
S2	4.290	4.290	4.354
S3	4.196	4.236	4.345
S4	4.102	4.142	4.319

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	4.496	4.343	0.153	3.5%	0.062	1.4%	18%	False	True	3,117
10	4.748	4.343	0.405	9.3%	0.066	1.5%	7%	False	True	3,145

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.015
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	4.837
2.618	4.683
1.618	4.589
1.000	4.531
0.618	4.495
HIGH	4.437
0.618	4.401
0.500	4.390
0.382	4.379
LOW	4.343
0.618	4.285
1.000	4.249
1.618	4.191
2.618	4.097
4.250	3.944

Fisher Pivots for day following 17-Feb-2011
Pivot	1 day	3 day
R1	4.390	4.420
PP	4.384	4.403
S1	4.377	4.387

Download as Excel Spreadsheet

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

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