NYMEX Natural Gas Future December 2011

Trading Metrics calculated at close of trading on 15-Feb-2011

Day Change Summary
	Previous	Current
	14-Feb-2011	15-Feb-2011	Change	Change %	Previous Week
Open	4.687	4.691	0.004	0.1%	4.939
High	4.715	4.727	0.012	0.3%	4.948
Low	4.662	4.663	0.001	0.0%	4.696
Close	4.700	4.721	0.021	0.4%	4.707
Range	0.053	0.064	0.011	20.8%	0.252
ATR	0.086	0.085	-0.002	-1.8%	0.000
Volume	3,356	2,044	-1,312	-39.1%	13,479

Daily Pivots for day following 15-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.896	4.872	4.756
R3	4.832	4.808	4.739
R2	4.768	4.768	4.733
R1	4.744	4.744	4.727	4.756
PP	4.704	4.704	4.704	4.710
S1	4.680	4.680	4.715	4.692
S2	4.640	4.640	4.709
S3	4.576	4.616	4.703
S4	4.512	4.552	4.686

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	4.828	4.662	0.166	3.5%	0.068	1.4%	36%	False	False	2,448
10	5.048	4.662	0.386	8.2%	0.074	1.6%	15%	False	False	2,468

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	0.016
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.999
2.618	4.895
1.618	4.831
1.000	4.791
0.618	4.767
HIGH	4.727
0.618	4.703
0.500	4.695
0.382	4.687
LOW	4.663
0.618	4.623
1.000	4.599
1.618	4.559
2.618	4.495
4.250	4.391

Fisher Pivots for day following 15-Feb-2011
Pivot	1 day	3 day
R1	4.712	4.713
PP	4.704	4.705
S1	4.695	4.697

Download as Excel Spreadsheet

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

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