NYMEX Natural Gas Future November 2011

Trading Metrics calculated at close of trading on 22-Feb-2011

Day Change Summary
	Previous	Current
	18-Feb-2011	22-Feb-2011	Change	Change %	Previous Week
Open	4.444	4.433	-0.011	-0.2%	4.447
High	4.444	4.460	0.016	0.4%	4.496
Low	4.360	4.349	-0.011	-0.3%	4.343
Close	4.376	4.382	0.006	0.1%	4.376
Range	0.084	0.111	0.027	32.1%	0.153
ATR	0.086	0.088	0.002	2.1%	0.000
Volume	4,281	1,345	-2,936	-68.6%	15,156

Daily Pivots for day following 22-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.730	4.667	4.443
R3	4.619	4.556	4.413
R2	4.508	4.508	4.402
R1	4.445	4.445	4.392	4.421
PP	4.397	4.397	4.397	4.385
S1	4.334	4.334	4.372	4.310
S2	4.286	4.286	4.362
S3	4.175	4.223	4.351
S4	4.064	4.112	4.321

Weekly Pivots for week ending 18-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.864	4.773	4.460
R3	4.711	4.620	4.418
R2	4.558	4.558	4.404
R1	4.467	4.467	4.390	4.436
PP	4.405	4.405	4.405	4.390
S1	4.314	4.314	4.362	4.283
S2	4.252	4.252	4.348
S3	4.099	4.161	4.334
S4	3.946	4.008	4.292

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%	0.081	1.9%	25%	False	False	2,442
10	4.588	4.343	0.245	5.6%	0.072	1.6%	16%	False	False	3,103

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	0.016
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	4.932
2.618	4.751
1.618	4.640
1.000	4.571
0.618	4.529
HIGH	4.460
0.618	4.418
0.500	4.405
0.382	4.391
LOW	4.349
0.618	4.280
1.000	4.238
1.618	4.169
2.618	4.058
4.250	3.877

Fisher Pivots for day following 22-Feb-2011
Pivot	1 day	3 day
R1	4.405	4.402
PP	4.397	4.395
S1	4.390	4.389

Download as Excel Spreadsheet

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

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