NYMEX Natural Gas Future December 2011

Trading Metrics calculated at close of trading on 10-Feb-2011

Day Change Summary
	Previous	Current
	09-Feb-2011	10-Feb-2011	Change	Change %	Previous Week
Open	4.718	4.783	0.065	1.4%	4.930
High	4.795	4.828	0.033	0.7%	5.048
Low	4.715	4.721	0.006	0.1%	4.895
Close	4.773	4.749	-0.024	-0.5%	4.969
Range	0.080	0.107	0.027	33.8%	0.153
ATR
Volume	2,497	1,648	-849	-34.0%	10,357

Daily Pivots for day following 10-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.087	5.025	4.808
R3	4.980	4.918	4.778
R2	4.873	4.873	4.769
R1	4.811	4.811	4.759	4.789
PP	4.766	4.766	4.766	4.755
S1	4.704	4.704	4.739	4.682
S2	4.659	4.659	4.729
S3	4.552	4.597	4.720
S4	4.445	4.490	4.690

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	4.976	4.715	0.261	5.5%	0.086	1.8%	13%	False	False	2,592
10	5.048	4.715	0.333	7.0%	0.079	1.7%	10%	False	False	2,533

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.017
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5.283
2.618	5.108
1.618	5.001
1.000	4.935
0.618	4.894
HIGH	4.828
0.618	4.787
0.500	4.775
0.382	4.762
LOW	4.721
0.618	4.655
1.000	4.614
1.618	4.548
2.618	4.441
4.250	4.266

Fisher Pivots for day following 10-Feb-2011
Pivot	1 day	3 day
R1	4.775	4.773
PP	4.766	4.765
S1	4.758	4.757

Download as Excel Spreadsheet

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

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