NYMEX Natural Gas Future December 2011

Trading Metrics calculated at close of trading on 11-Feb-2011

Day Change Summary
	Previous	Current
	10-Feb-2011	11-Feb-2011	Change	Change %	Previous Week
Open	4.783	4.731	-0.052	-1.1%	4.939
High	4.828	4.731	-0.097	-2.0%	4.948
Low	4.721	4.696	-0.025	-0.5%	4.696
Close	4.749	4.707	-0.042	-0.9%	4.707
Range	0.107	0.035	-0.072	-67.3%	0.252
ATR	0.000	0.089	0.089		0.000
Volume	1,648	2,696	1,048	63.6%	13,479

Daily Pivots for day following 11-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.816	4.797	4.726
R3	4.781	4.762	4.717
R2	4.746	4.746	4.713
R1	4.727	4.727	4.710	4.719
PP	4.711	4.711	4.711	4.708
S1	4.692	4.692	4.704	4.684
S2	4.676	4.676	4.701
S3	4.641	4.657	4.697
S4	4.606	4.622	4.688

Weekly Pivots for week ending 11-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.540	5.375	4.846
R3	5.288	5.123	4.776
R2	5.036	5.036	4.753
R1	4.871	4.871	4.730	4.828
PP	4.784	4.784	4.784	4.762
S1	4.619	4.619	4.684	4.576
S2	4.532	4.532	4.661
S3	4.280	4.367	4.638
S4	4.028	4.115	4.568

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.948	4.696	0.252	5.4%	0.084	1.8%	4%	False	True	2,695
10	5.048	4.696	0.352	7.5%	0.078	1.6%	3%	False	True	2,383

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.016
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	4.880
2.618	4.823
1.618	4.788
1.000	4.766
0.618	4.753
HIGH	4.731
0.618	4.718
0.500	4.714
0.382	4.709
LOW	4.696
0.618	4.674
1.000	4.661
1.618	4.639
2.618	4.604
4.250	4.547

Fisher Pivots for day following 11-Feb-2011
Pivot	1 day	3 day
R1	4.714	4.762
PP	4.711	4.744
S1	4.709	4.725

Download as Excel Spreadsheet

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

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