NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 12-Aug-2010
Day Change Summary
Previous Current
11-Aug-2010 12-Aug-2010 Change Change % Previous Week
Open 4.950 4.918 -0.032 -0.6% 5.396
High 4.950 4.957 0.007 0.1% 5.434
Low 4.855 4.902 0.047 1.0% 5.078
Close 4.889 4.957 0.068 1.4% 5.112
Range 0.095 0.055 -0.040 -42.1% 0.356
ATR 0.114 0.111 -0.003 -2.9% 0.000
Volume 5,038 4,531 -507 -10.1% 15,445
Daily Pivots for day following 12-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.104 5.085 4.987
R3 5.049 5.030 4.972
R2 4.994 4.994 4.967
R1 4.975 4.975 4.962 4.985
PP 4.939 4.939 4.939 4.943
S1 4.920 4.920 4.952 4.930
S2 4.884 4.884 4.947
S3 4.829 4.865 4.942
S4 4.774 4.810 4.927
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 6.276 6.050 5.308
R3 5.920 5.694 5.210
R2 5.564 5.564 5.177
R1 5.338 5.338 5.145 5.273
PP 5.208 5.208 5.208 5.176
S1 4.982 4.982 5.079 4.917
S2 4.852 4.852 5.047
S3 4.496 4.626 5.014
S4 4.140 4.270 4.916
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.181 4.855 0.326 6.6% 0.100 2.0% 31% False False 3,870
10 5.434 4.855 0.579 11.7% 0.114 2.3% 18% False False 3,563
20 5.434 4.855 0.579 11.7% 0.101 2.0% 18% False False 2,627
40 5.850 4.855 0.995 20.1% 0.113 2.3% 10% False False 2,342
60 5.861 4.855 1.006 20.3% 0.115 2.3% 10% False False 2,128
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 0.018
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 5.191
2.618 5.101
1.618 5.046
1.000 5.012
0.618 4.991
HIGH 4.957
0.618 4.936
0.500 4.930
0.382 4.923
LOW 4.902
0.618 4.868
1.000 4.847
1.618 4.813
2.618 4.758
4.250 4.668
Fisher Pivots for day following 12-Aug-2010
Pivot 1 day 3 day
R1 4.948 4.949
PP 4.939 4.941
S1 4.930 4.933

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

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