NYMEX Natural Gas Future December 2011

Trading Metrics calculated at close of trading on 08-Feb-2011

Day Change Summary
	Previous	Current
	07-Feb-2011	08-Feb-2011	Change	Change %	Previous Week
Open	4.939	4.827	-0.112	-2.3%	4.930
High	4.948	4.830	-0.118	-2.4%	5.048
Low	4.826	4.756	-0.070	-1.5%	4.895
Close	4.829	4.772	-0.057	-1.2%	4.969
Range	0.122	0.074	-0.048	-39.3%	0.153
ATR
Volume	2,998	3,640	642	21.4%	10,357

Daily Pivots for day following 08-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.008	4.964	4.813
R3	4.934	4.890	4.792
R2	4.860	4.860	4.786
R1	4.816	4.816	4.779	4.801
PP	4.786	4.786	4.786	4.779
S1	4.742	4.742	4.765	4.727
S2	4.712	4.712	4.758
S3	4.638	4.668	4.752
S4	4.564	4.594	4.731

Weekly Pivots for week ending 04-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.430	5.352	5.053
R3	5.277	5.199	5.011
R2	5.124	5.124	4.997
R1	5.046	5.046	4.983	5.085
PP	4.971	4.971	4.971	4.990
S1	4.893	4.893	4.955	4.932
S2	4.818	4.818	4.941
S3	4.665	4.740	4.927
S4	4.512	4.587	4.885

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.048	4.756	0.292	6.1%	0.080	1.7%	5%	False	True	2,489
10	5.105	4.756	0.349	7.3%	0.083	1.7%	5%	False	True	2,978

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.145
2.618	5.024
1.618	4.950
1.000	4.904
0.618	4.876
HIGH	4.830
0.618	4.802
0.500	4.793
0.382	4.784
LOW	4.756
0.618	4.710
1.000	4.682
1.618	4.636
2.618	4.562
4.250	4.442

Fisher Pivots for day following 08-Feb-2011
Pivot	1 day	3 day
R1	4.793	4.866
PP	4.786	4.835
S1	4.779	4.803

Download as Excel Spreadsheet

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

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