NYMEX Natural Gas Future December 2011

Trading Metrics calculated at close of trading on 14-Feb-2011

Day Change Summary
	Previous	Current
	11-Feb-2011	14-Feb-2011	Change	Change %	Previous Week
Open	4.731	4.687	-0.044	-0.9%	4.939
High	4.731	4.715	-0.016	-0.3%	4.948
Low	4.696	4.662	-0.034	-0.7%	4.696
Close	4.707	4.700	-0.007	-0.1%	4.707
Range	0.035	0.053	0.018	51.4%	0.252
ATR	0.089	0.086	-0.003	-2.9%	0.000
Volume	2,696	3,356	660	24.5%	13,479

Daily Pivots for day following 14-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.851	4.829	4.729
R3	4.798	4.776	4.715
R2	4.745	4.745	4.710
R1	4.723	4.723	4.705	4.734
PP	4.692	4.692	4.692	4.698
S1	4.670	4.670	4.695	4.681
S2	4.639	4.639	4.690
S3	4.586	4.617	4.685
S4	4.533	4.564	4.671

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	4.830	4.662	0.168	3.6%	0.070	1.5%	23%	False	True	2,767
10	5.048	4.662	0.386	8.2%	0.072	1.5%	10%	False	True	2,452

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	0.015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.940
2.618	4.854
1.618	4.801
1.000	4.768
0.618	4.748
HIGH	4.715
0.618	4.695
0.500	4.689
0.382	4.682
LOW	4.662
0.618	4.629
1.000	4.609
1.618	4.576
2.618	4.523
4.250	4.437

Fisher Pivots for day following 14-Feb-2011
Pivot	1 day	3 day
R1	4.696	4.745
PP	4.692	4.730
S1	4.689	4.715

Download as Excel Spreadsheet

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

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