NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 13-Oct-2010
Day Change Summary
Previous Current
12-Oct-2010 13-Oct-2010 Change Change % Previous Week
Open 4.301 4.310 0.009 0.2% 4.281
High 4.311 4.347 0.036 0.8% 4.415
Low 4.245 4.260 0.015 0.4% 4.220
Close 4.302 4.317 0.015 0.3% 4.328
Range 0.066 0.087 0.021 31.8% 0.195
ATR 0.102 0.101 -0.001 -1.0% 0.000
Volume 16,407 19,867 3,460 21.1% 80,962
Daily Pivots for day following 13-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.569 4.530 4.365
R3 4.482 4.443 4.341
R2 4.395 4.395 4.333
R1 4.356 4.356 4.325 4.376
PP 4.308 4.308 4.308 4.318
S1 4.269 4.269 4.309 4.289
S2 4.221 4.221 4.301
S3 4.134 4.182 4.293
S4 4.047 4.095 4.269
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.906 4.812 4.435
R3 4.711 4.617 4.382
R2 4.516 4.516 4.364
R1 4.422 4.422 4.346 4.469
PP 4.321 4.321 4.321 4.345
S1 4.227 4.227 4.310 4.274
S2 4.126 4.126 4.292
S3 3.931 4.032 4.274
S4 3.736 3.837 4.221
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.415 4.224 0.191 4.4% 0.099 2.3% 49% False False 18,652
10 4.415 4.220 0.195 4.5% 0.093 2.2% 50% False False 15,260
20 4.641 4.220 0.421 9.8% 0.100 2.3% 23% False False 10,040
40 4.955 4.220 0.735 17.0% 0.100 2.3% 13% False False 7,213
60 5.434 4.220 1.214 28.1% 0.101 2.3% 8% False False 5,678
80 5.687 4.220 1.467 34.0% 0.104 2.4% 7% False False 4,772
100 5.861 4.220 1.641 38.0% 0.109 2.5% 6% False False 4,174
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.717
2.618 4.575
1.618 4.488
1.000 4.434
0.618 4.401
HIGH 4.347
0.618 4.314
0.500 4.304
0.382 4.293
LOW 4.260
0.618 4.206
1.000 4.173
1.618 4.119
2.618 4.032
4.250 3.890
Fisher Pivots for day following 13-Oct-2010
Pivot 1 day 3 day
R1 4.313 4.311
PP 4.308 4.306
S1 4.304 4.300

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

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